+14.6%
CTSH vs TE
-53.0%
+67.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -3.7% |
| 7D | -2.7% | -4.0% | +1.3% | -2.6% |
| 30D | +12.4% | -15.9% | +28.3% | +13.0% |
| 3M | +17.4% | -60.5% | +77.9% | +21.4% |
| 6M | -3.1% | -35.2% | +32.1% | -3.7% |
| YTD | -23.6% | -31.1% | +7.6% | -24.9% |
| 1Y | -10.8% | +148.6% | -159.5% | -21.2% |
| 3Y | -8.3% | -26.4% | +18.1% | -16.4% |
| 5Y | -11.3% | -48.0% | +36.7% | -18.6% |
| All | +14.6% | -53.0% | +67.5% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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