+35,575.5%
CTSH vs ES
+967.2%
+34,608.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -1.5% |
| 7D | -0.6% | +1.9% | -2.5% | -1.4% |
| 30D | +13.4% | +7.1% | +6.4% | +10.1% |
| 3M | +14.4% | -1.9% | +16.4% | +15.2% |
| 6M | +27.7% | +4.4% | +23.4% | +24.8% |
| YTD | -20.6% | +7.3% | -27.9% | -24.0% |
| 1Y | -9.1% | +2.1% | -11.3% | -11.7% |
| 3Y | +3.1% | +41.8% | -38.8% | -16.2% |
| 5Y | -11.8% | +1.4% | -13.2% | -17.6% |
| 10Y | +42.7% | +86.8% | -44.0% | -3.1% |
| All | +35,575.5% | +967.2% | +34,608.3% | +10,563.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling