+3.1%
CTSH vs ES
+46.3%
-43.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -2.3% |
| 7D | -0.6% | +1.9% | -2.5% | -0.8% |
| 30D | +13.4% | +7.1% | +6.4% | +12.4% |
| 3M | +14.4% | -1.9% | +16.4% | +14.6% |
| 6M | +27.7% | +4.4% | +23.4% | +26.9% |
| YTD | -20.6% | +7.3% | -27.9% | -21.8% |
| 1Y | -9.1% | +2.1% | -11.3% | -10.0% |
| 3Y | +3.1% | +41.8% | -38.8% | -8.9% |
| All | +3.1% | +46.3% | -43.2% | -8.9% |
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