-7.3%
CTSH vs ES
+29.7%
-37.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.5% |
| 7D | -2.7% | +0.3% | -3.0% | -2.7% |
| 30D | +12.4% | -2.0% | +14.3% | +12.6% |
| 3M | +17.4% | +1.7% | +15.7% | +17.1% |
| 6M | -3.1% | -3.5% | +0.5% | -2.5% |
| YTD | -23.6% | +7.9% | -31.5% | -24.8% |
| 1Y | -10.8% | +17.2% | -28.0% | -14.6% |
| All | -7.3% | +29.7% | -37.0% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling