-31.2%
CIFR vs CTSH
-4.0%
-27.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.8% | +4.6% |
| 7D | -0.7% | -2.3% | +1.6% | -0.6% |
| 30D | -49.6% | +7.4% | -57.1% | -51.8% |
| 3M | -60.4% | +10.9% | -71.3% | -63.2% |
| 6M | -66.9% | +24.7% | -91.5% | -72.6% |
| YTD | -53.9% | -22.0% | -31.9% | -47.3% |
| 1Y | -67.1% | -11.2% | -55.9% | -66.8% |
| 3Y | +118.3% | +3.9% | +114.4% | +96.3% |
| 5Y | -26.9% | -13.9% | -12.9% | -22.3% |
| All | -31.2% | -4.0% | -27.3% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 10y: compounded portfolio wealth divided by compounded CTSH 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…
10y analysis · Full analysis span regression · 6 months rolling