+488.1%
CTSH vs EXPE
+851.4%
-363.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -3.1% |
| 7D | -2.7% | -9.5% | +6.8% | +0.3% |
| 30D | +12.4% | -6.6% | +19.0% | +14.5% |
| 3M | +17.4% | +31.4% | -14.0% | +7.4% |
| 6M | -3.1% | +35.2% | -38.3% | -12.7% |
| YTD | -23.6% | +5.8% | -29.4% | -25.9% |
| 1Y | -10.8% | +38.7% | -49.5% | -21.4% |
| 3Y | -8.3% | +175.8% | -184.1% | -38.0% |
| 5Y | -11.3% | +111.8% | -123.2% | -38.8% |
| 10Y | +22.6% | +179.7% | -157.1% | -32.3% |
| All | +488.1% | +851.4% | -363.3% | +40.0% |
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