-15.3%
CTSH vs ESTC
-49.1%
+33.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.4% |
| 7D | -4.2% | +5.8% | -10.0% | -5.2% |
| 30D | +3.9% | -5.6% | +9.5% | +4.6% |
| 3M | +10.2% | +15.4% | -5.2% | +6.5% |
| 6M | +35.3% | +77.8% | -42.5% | +21.4% |
| YTD | -21.8% | +18.1% | -39.9% | -25.7% |
| 1Y | -12.1% | -3.7% | -8.5% | -14.3% |
| 3Y | +2.0% | +16.9% | -14.8% | -8.3% |
| 5Y | -15.3% | -51.2% | +36.0% | -25.7% |
| All | -15.3% | -49.1% | +33.8% | -25.7% |
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 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