+34,247.0%
CTSH vs ES
+973.0%
+33,274.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.4% |
| 7D | -2.7% | +0.3% | -3.0% | -2.8% |
| 30D | +12.4% | -2.0% | +14.3% | +13.2% |
| 3M | +17.4% | +1.7% | +15.7% | +16.3% |
| 6M | -3.1% | -3.5% | +0.5% | -2.4% |
| YTD | -23.6% | +7.9% | -31.5% | -27.0% |
| 1Y | -10.8% | +17.2% | -28.0% | -18.8% |
| 3Y | -8.3% | +29.3% | -37.6% | -22.3% |
| 5Y | -11.3% | -5.7% | -5.6% | -14.3% |
| 10Y | +22.6% | +85.2% | -62.6% | -16.3% |
| All | +34,247.0% | +973.0% | +33,274.0% | +10,150.9% |
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 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