-2.6%
CTSH vs ESTC
+23.0%
-25.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -5.0% | -3.2% |
| 7D | -0.6% | -11.5% | +10.9% | +1.7% |
| 30D | +13.4% | -7.5% | +20.9% | +14.7% |
| 3M | +14.4% | +23.1% | -8.6% | +8.8% |
| 6M | +27.7% | +75.3% | -47.6% | +13.4% |
| YTD | -20.6% | +14.1% | -34.7% | -24.2% |
| 1Y | -9.1% | -0.6% | -8.6% | -11.6% |
| 3Y | +3.1% | +20.8% | -17.7% | -9.3% |
| 5Y | -11.8% | -48.8% | +37.0% | -13.0% |
| All | -2.6% | +23.0% | -25.5% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling