+37.1%
CTSH vs EXPE
+121.2%
-84.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -1.5% |
| 7D | -2.1% | -17.8% | +15.7% | +2.8% |
| 30D | +8.0% | -3.2% | +11.2% | +8.2% |
| 3M | +10.6% | -19.0% | +29.6% | +15.9% |
| 6M | +32.5% | +17.7% | +14.8% | +25.6% |
| YTD | -21.0% | -7.8% | -13.2% | -20.7% |
| 1Y | -9.9% | -1.4% | -8.6% | -11.3% |
| 3Y | +3.1% | +121.9% | -118.8% | -20.9% |
| 5Y | -13.4% | +44.3% | -57.7% | -29.1% |
| 10Y | +37.1% | +125.4% | -88.3% | -18.5% |
| All | +37.1% | +121.2% | -84.1% | -18.5% |
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