+3.1%
CTSH vs ESI
+67.9%
-64.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.7% | -2.8% |
| 7D | -0.6% | -8.5% | +7.9% | -0.3% |
| 30D | +13.4% | -15.7% | +29.1% | +14.2% |
| 3M | +14.4% | -18.2% | +32.7% | +15.4% |
| 6M | +27.7% | -28.8% | +56.6% | +29.9% |
| YTD | -20.6% | +26.3% | -46.9% | -32.2% |
| 1Y | -9.1% | +18.2% | -27.4% | -21.0% |
| 3Y | +3.1% | +68.1% | -65.0% | -23.6% |
| All | +3.1% | +67.9% | -64.9% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling