-3.1%
CTSH vs ESI
+7.2%
-10.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.9% | -6.5% | -2.6% |
| 7D | -2.7% | +3.3% | -6.0% | -1.6% |
| 30D | +12.4% | -5.9% | +18.2% | +10.3% |
| 3M | +17.4% | -14.1% | +31.5% | +13.3% |
| 6M | -3.1% | +6.6% | -9.6% | -4.9% |
| All | -3.1% | +7.2% | -10.3% | -4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling