+190.4%
ETN vs CTSH
-14.7%
+205.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.9% | +1.1% | +3.4% |
| 7D | +3.5% | -3.7% | +7.2% | +4.2% |
| 30D | -7.5% | +3.7% | -11.2% | -8.4% |
| 3M | +8.3% | +17.9% | -9.6% | +4.1% |
| 6M | +20.2% | -2.6% | +22.8% | +22.4% |
| YTD | +34.7% | -26.4% | +61.1% | +52.2% |
| 1Y | +19.4% | -13.0% | +32.5% | +24.8% |
| 3Y | +85.5% | -11.2% | +96.7% | +90.1% |
| All | +190.4% | -14.7% | +205.2% | +190.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 5y: compounded portfolio wealth divided by compounded CTSH 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…
5y analysis · Full analysis span regression · 6 months rolling