+510.8%
CTSH vs EXPE
+727.6%
-216.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.9% | +2.1% | -1.2% |
| 7D | -0.6% | -9.3% | +8.7% | +1.8% |
| 30D | +13.4% | +0.1% | +13.3% | +12.6% |
| 3M | +14.4% | -15.3% | +29.7% | +19.3% |
| 6M | +27.7% | +5.5% | +22.2% | +23.8% |
| YTD | -20.6% | -8.0% | -12.6% | -20.3% |
| 1Y | -9.1% | +18.9% | -28.0% | -16.4% |
| 3Y | +3.1% | +135.5% | -132.5% | -26.9% |
| 5Y | -11.8% | +44.3% | -56.0% | -31.2% |
| 10Y | +42.7% | +117.7% | -75.0% | -15.0% |
| All | +510.8% | +727.6% | -216.7% | +50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling