-6.2%
CTSH vs ESTC
+31.2%
-37.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.5% | +0.9% | -2.7% |
| 7D | -2.7% | -8.1% | +5.4% | -1.1% |
| 30D | +12.4% | +31.7% | -19.3% | +5.9% |
| 3M | +17.4% | +41.1% | -23.7% | +9.1% |
| 6M | -3.1% | +77.1% | -80.1% | -14.0% |
| YTD | -23.6% | +21.7% | -45.3% | -27.7% |
| 1Y | -10.8% | +8.4% | -19.2% | -14.5% |
| 3Y | -8.3% | +23.6% | -31.9% | -19.5% |
| 5Y | -11.3% | -46.5% | +35.1% | -13.1% |
| All | -6.2% | +31.2% | -37.4% | -36.8% |
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