-12.1%
CTSH vs ESI
+28.5%
-40.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.7% | -3.1% |
| 7D | -0.6% | -8.5% | +7.9% | +0.9% |
| 30D | +13.4% | -15.7% | +29.1% | +16.7% |
| 3M | +14.4% | -18.2% | +32.7% | +18.0% |
| 6M | +27.7% | -28.8% | +56.6% | +33.7% |
| YTD | -20.6% | +26.3% | -46.9% | -34.4% |
| 1Y | -9.1% | +18.2% | -27.4% | -23.1% |
| 3Y | +3.1% | +68.1% | -65.0% | -29.0% |
| All | -12.1% | +28.5% | -40.5% | -33.3% |
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