+910.6%
EWY vs CTSH
+3,066.8%
-2,156.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.6% |
| 7D | +4.2% | -2.1% | +6.3% | +4.9% |
| 30D | -10.7% | +1.4% | -12.1% | -11.9% |
| 3M | -20.1% | +7.5% | -27.5% | -23.4% |
| 6M | -24.3% | +39.6% | -63.9% | -35.9% |
| YTD | +46.9% | -22.3% | +69.2% | +51.1% |
| 1Y | +55.2% | -12.0% | +67.1% | +52.3% |
| 3Y | +157.0% | +1.8% | +155.2% | +136.2% |
| 5Y | +98.9% | -15.8% | +114.7% | +92.5% |
| 10Y | +226.3% | +34.8% | +191.5% | +159.0% |
| All | +910.6% | +3,066.8% | -2,156.2% | +175.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling