-10.9%
CTSH vs ESI
+72.3%
-83.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.9% | -6.5% | -4.3% |
| 7D | -2.7% | +3.3% | -6.0% | -3.5% |
| 30D | +12.4% | -5.9% | +18.2% | +13.7% |
| 3M | +17.4% | -14.1% | +31.5% | +19.4% |
| 6M | -3.1% | +6.6% | -9.6% | -10.2% |
| YTD | -23.6% | +45.0% | -68.6% | -37.8% |
| 1Y | -10.8% | +41.5% | -52.3% | -27.1% |
| 3Y | -8.3% | +78.8% | -87.1% | -35.1% |
| All | -10.9% | +72.3% | -83.3% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling