-3.0%
CTSH vs ESTC
+24.7%
-27.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -2.1% | -2.6% | +0.6% | -1.7% |
| 30D | +8.0% | -8.6% | +16.6% | +9.4% |
| 3M | +10.6% | +14.4% | -3.8% | +6.6% |
| 6M | +32.5% | +73.3% | -40.8% | +17.8% |
| YTD | -21.0% | +15.7% | -36.7% | -24.8% |
| 1Y | -9.9% | -7.6% | -2.3% | -11.2% |
| 3Y | +3.1% | +14.6% | -11.4% | -8.2% |
| 5Y | -13.4% | -50.0% | +36.6% | -14.0% |
| All | -3.0% | +24.7% | -27.7% | -34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling