-16.7%
CTSH vs EOSE
-70.2%
+53.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.3% |
| 7D | -9.8% | +14.0% | -23.8% | -10.2% |
| 30D | +0.1% | -5.9% | +6.0% | +0.1% |
| 3M | +13.2% | -34.3% | +47.5% | +14.4% |
| 6M | -6.2% | -37.8% | +31.6% | -5.7% |
| YTD | -28.5% | -65.2% | +36.7% | -27.1% |
| 1Y | -13.8% | -41.9% | +28.2% | -15.1% |
| 3Y | -13.7% | +44.6% | -58.3% | -23.4% |
| 5Y | -16.7% | -69.2% | +52.5% | -28.0% |
| All | -16.7% | -70.2% | +53.5% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling