-6.6%
CTSH vs EOSE
-57.1%
+50.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +10.8% | -14.7% | -4.2% |
| 7D | -5.5% | +41.4% | -46.9% | -6.6% |
| 30D | +4.5% | +3.6% | +0.9% | +4.2% |
| 3M | +13.7% | -35.7% | +49.5% | +15.0% |
| 6M | -8.4% | -29.9% | +21.5% | -8.4% |
| YTD | -26.5% | -62.5% | +36.0% | -25.3% |
| 1Y | -13.9% | -37.4% | +23.5% | -15.3% |
| 3Y | -11.3% | +55.8% | -67.1% | -20.7% |
| 5Y | -14.8% | -67.8% | +53.0% | -27.2% |
| All | -6.6% | -57.1% | +50.5% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling