+307.9%
EWY vs CTSH
+21.1%
+286.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.3% | +1.3% |
| 7D | +6.7% | -8.2% | +14.9% | +9.3% |
| 30D | +17.0% | +0.4% | +16.6% | +16.5% |
| 3M | +3.7% | +10.6% | -6.9% | -1.7% |
| 6M | +42.5% | -8.8% | +51.3% | +44.8% |
| YTD | +96.2% | -28.6% | +124.8% | +118.0% |
| 1Y | +160.4% | -15.9% | +176.3% | +168.0% |
| 3Y | +231.7% | -13.9% | +245.6% | +232.2% |
| 5Y | +153.3% | -17.1% | +170.4% | +152.0% |
| All | +307.9% | +21.1% | +286.7% | +244.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling