+1.8%
CTSH vs EOSE
+48.1%
-46.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.2% | -0.6% |
| 7D | -2.1% | +9.8% | -11.9% | -2.1% |
| 30D | +1.4% | -2.1% | +3.4% | +1.4% |
| 3M | +7.5% | -54.1% | +61.5% | +7.5% |
| 6M | +39.6% | -76.9% | +116.5% | +40.7% |
| YTD | -22.3% | -83.3% | +61.0% | -21.7% |
| 1Y | -12.0% | -87.4% | +75.5% | -10.7% |
| 3Y | +1.8% | +61.9% | -60.1% | -4.7% |
| All | +1.8% | +48.1% | -46.3% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling