+1,236.8%
EWY vs CTSH
+3,015.4%
-1,778.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.6% | +8.2% | +5.8% |
| 7D | +4.8% | -2.7% | +7.5% | +5.7% |
| 30D | +11.7% | +12.4% | -0.7% | +7.0% |
| 3M | -7.4% | +17.4% | -24.8% | -14.9% |
| 6M | +40.6% | -3.1% | +43.6% | +37.0% |
| YTD | +94.3% | -23.6% | +117.8% | +104.1% |
| 1Y | +164.3% | -10.8% | +175.1% | +161.6% |
| 3Y | +221.0% | -8.3% | +229.3% | +211.1% |
| 5Y | +139.1% | -11.3% | +150.4% | +130.6% |
| 10Y | +298.8% | +22.6% | +276.2% | +230.4% |
| All | +1,236.8% | +3,015.4% | -1,778.5% | +272.4% |
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