-6.5%
CTSH vs EOSE
-60.6%
+54.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +2.9% |
| 7D | -3.7% | +1.8% | -5.5% | -3.8% |
| 30D | +3.7% | -6.8% | +10.5% | +3.8% |
| 3M | +17.9% | -36.3% | +54.2% | +19.2% |
| 6M | -2.6% | -38.8% | +36.1% | -2.1% |
| YTD | -26.4% | -65.5% | +39.1% | -25.0% |
| 1Y | -13.0% | -45.3% | +32.3% | -14.0% |
| 3Y | -11.2% | +44.2% | -55.4% | -20.4% |
| 5Y | -14.3% | -69.5% | +55.2% | -26.6% |
| All | -6.5% | -60.6% | +54.1% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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