-12.1%
CTSH vs ESTC
-48.9%
+36.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -5.0% | -3.1% |
| 7D | -0.6% | -11.5% | +10.9% | +1.4% |
| 30D | +13.4% | -7.5% | +20.9% | +14.6% |
| 3M | +14.4% | +23.1% | -8.6% | +9.4% |
| 6M | +27.7% | +75.3% | -47.6% | +15.0% |
| YTD | -20.6% | +14.1% | -34.7% | -24.1% |
| 1Y | -9.1% | -0.6% | -8.6% | -11.7% |
| 3Y | +3.1% | +20.8% | -17.7% | -7.9% |
| All | -12.1% | -48.9% | +36.9% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling