+26.9%
CIFR vs CTSH
-14.7%
+41.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.9% | +2.8% | +4.4% |
| 7D | -5.0% | -3.7% | -1.3% | -3.3% |
| 30D | -5.7% | +3.7% | -9.4% | -7.7% |
| 3M | -25.5% | +17.9% | -43.5% | -35.0% |
| 6M | +19.4% | -2.6% | +22.1% | +18.5% |
| YTD | +14.2% | -26.4% | +40.6% | +40.4% |
| 1Y | +69.0% | -13.0% | +82.0% | +73.9% |
| 3Y | +503.9% | -11.2% | +515.1% | +512.7% |
| All | +26.9% | -14.7% | +41.6% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling