+37.8%
CTSH vs EXPE
+119.8%
-82.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.3% | -13.3% | +11.0% | +1.0% |
| 30D | +7.4% | -5.5% | +12.9% | +8.4% |
| 3M | +10.9% | -16.5% | +27.4% | +15.4% |
| 6M | +24.7% | +13.1% | +11.6% | +19.5% |
| YTD | -22.0% | -8.0% | -14.0% | -21.7% |
| 1Y | -11.2% | +1.1% | -12.3% | -13.1% |
| 3Y | +3.9% | +131.2% | -127.3% | -21.2% |
| 5Y | -13.9% | +39.8% | -53.7% | -28.9% |
| 10Y | +37.8% | +118.5% | -80.7% | -17.2% |
| All | +37.8% | +119.8% | -82.0% | -17.2% |
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