-10.8%
CTSH vs ESTC
+0.3%
-11.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.9% | -6.6% | -3.0% |
| 7D | -2.3% | -1.2% | -1.1% | -2.1% |
| 30D | +7.4% | -8.1% | +15.5% | +9.3% |
| 3M | +10.9% | +20.2% | -9.2% | +3.1% |
| 6M | +24.7% | +72.7% | -48.1% | +3.4% |
| YTD | -22.0% | +19.6% | -41.6% | -33.5% |
| All | -10.8% | +0.3% | -11.1% | -26.0% |
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