-9.1%
CTSH vs ES
+1.8%
-11.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -2.8% |
| 7D | -0.6% | +1.9% | -2.5% | -0.5% |
| 30D | +13.4% | +7.1% | +6.4% | +13.7% |
| 3M | +14.4% | -1.9% | +16.4% | +13.9% |
| 6M | +27.7% | +4.4% | +23.4% | +28.6% |
| YTD | -20.6% | +7.3% | -27.9% | -20.3% |
| 1Y | -9.1% | +2.1% | -11.3% | -8.6% |
| All | -9.1% | +1.8% | -11.0% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling