+70.7%
CIFR vs CTSH
-12.1%
+82.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.9% | -5.8% | -7.5% |
| 7D | +11.3% | -8.2% | +19.5% | +15.5% |
| 30D | +3.5% | +0.4% | +3.1% | +2.8% |
| 3M | -26.6% | +10.6% | -37.2% | -32.8% |
| 6M | +18.1% | -8.8% | +26.9% | +21.8% |
| YTD | +14.5% | -28.6% | +43.1% | +39.1% |
| 1Y | +83.3% | -15.9% | +99.2% | +90.7% |
| 3Y | +461.5% | -13.9% | +475.3% | +482.8% |
| 5Y | +29.3% | -17.1% | +46.4% | +45.1% |
| All | +70.7% | -12.1% | +82.8% | +89.0% |
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