+22.5%
CTSH vs EXPE
+155.3%
-132.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -7.9% | +4.0% | -1.7% |
| 7D | -5.5% | -9.8% | +4.3% | -2.9% |
| 30D | +4.5% | -11.5% | +16.0% | +7.8% |
| 3M | +13.7% | +21.7% | -8.0% | +7.7% |
| 6M | -8.4% | +10.4% | -18.8% | -11.3% |
| YTD | -26.5% | -2.5% | -24.0% | -26.8% |
| 1Y | -13.9% | +27.3% | -41.3% | -20.6% |
| 3Y | -11.3% | +153.5% | -164.8% | -34.3% |
| 5Y | -14.8% | +91.1% | -105.9% | -35.6% |
| 10Y | +22.5% | +153.1% | -130.6% | -32.8% |
| All | +22.5% | +155.3% | -132.8% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXPE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling