+22.5%
CTSH vs ESI
+307.6%
-285.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.4% | -4.0% |
| 7D | -5.5% | +5.4% | -10.9% | -7.0% |
| 30D | +4.5% | -4.2% | +8.7% | +5.5% |
| 3M | +13.7% | -9.6% | +23.4% | +14.4% |
| 6M | -8.4% | +18.3% | -26.7% | -17.7% |
| YTD | -26.5% | +45.8% | -72.3% | -39.4% |
| 1Y | -13.9% | +39.2% | -53.1% | -28.2% |
| 3Y | -11.3% | +86.3% | -97.6% | -35.6% |
| 5Y | -14.8% | +76.2% | -91.1% | -38.0% |
| 10Y | +22.5% | +306.8% | -284.2% | -37.9% |
| All | +22.5% | +307.6% | -285.1% | -37.9% |
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