+38.7%
CTSH vs ESI
+306.3%
-267.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | +1.8% | -6.6% | +8.4% | +3.5% |
| 30D | +9.8% | -9.8% | +19.6% | +12.1% |
| 3M | +12.1% | -11.9% | +24.1% | +14.5% |
| 6M | +27.4% | -25.1% | +52.5% | +33.3% |
| YTD | -20.3% | +31.9% | -52.2% | -33.5% |
| 1Y | -8.8% | +19.2% | -28.0% | -21.2% |
| 3Y | +4.0% | +76.2% | -72.1% | -25.0% |
| 5Y | -12.2% | +39.4% | -51.6% | -32.3% |
| 10Y | +38.7% | +304.9% | -266.2% | -23.4% |
| All | +38.7% | +306.3% | -267.6% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling