+1,070.7%
CTSH vs EXR
+3,095.3%
-2,024.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -2.1% | -1.1% | -0.9% | -1.6% |
| 30D | +8.0% | +18.8% | -10.8% | 0.0% |
| 3M | +10.6% | +9.9% | +0.7% | +6.1% |
| 6M | +32.5% | +12.6% | +19.9% | +25.7% |
| YTD | -21.0% | +26.5% | -47.5% | -29.3% |
| 1Y | -9.9% | +24.5% | -34.4% | -18.9% |
| 3Y | +3.1% | +52.4% | -49.3% | -17.7% |
| 5Y | -13.4% | -1.5% | -11.9% | -18.3% |
| 10Y | +37.1% | +216.0% | -178.8% | -27.7% |
| All | +1,070.7% | +3,095.3% | -2,024.6% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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