+108.7%
EWY vs CTSH
-13.2%
+121.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.1% | +6.3% |
| 7D | -2.8% | -2.1% | -0.8% | -2.7% |
| 30D | -13.1% | +8.0% | -21.1% | -14.1% |
| 3M | -11.6% | +10.6% | -22.2% | -13.2% |
| 6M | -23.4% | +32.5% | -55.9% | -27.3% |
| YTD | +52.0% | -21.0% | +73.0% | +68.6% |
| 1Y | +58.6% | -9.9% | +68.5% | +66.9% |
| 3Y | +163.3% | +3.1% | +160.2% | +157.3% |
| 5Y | +108.7% | -13.4% | +122.1% | +112.9% |
| All | +108.7% | -13.2% | +121.9% | +112.9% |
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