-10.8%
CTSH vs ESTC
+7.3%
-18.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.5% | +0.9% | -2.5% |
| 7D | -2.7% | -8.1% | +5.4% | -0.7% |
| 30D | +12.4% | +31.7% | -19.3% | +3.4% |
| 3M | +17.4% | +41.1% | -23.7% | +5.4% |
| 6M | -3.1% | +77.1% | -80.1% | -17.8% |
| YTD | -23.6% | +21.7% | -45.3% | -34.0% |
| 1Y | -10.8% | +8.4% | -19.2% | -23.7% |
| All | -10.8% | +7.3% | -18.1% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling