-15.8%
CTSH vs EOSE
-82.3%
+66.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.2% | -0.8% |
| 7D | -2.1% | +9.8% | -11.9% | -2.5% |
| 30D | +1.4% | -2.1% | +3.4% | +1.2% |
| 3M | +7.5% | -54.1% | +61.5% | +9.5% |
| 6M | +39.6% | -76.9% | +116.5% | +45.1% |
| YTD | -22.3% | -83.3% | +61.0% | -19.3% |
| 1Y | -12.0% | -87.4% | +75.5% | -7.5% |
| 3Y | +1.8% | +61.9% | -60.1% | -12.4% |
| All | -15.8% | -82.3% | +66.5% | -24.6% |
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