-29.5%
CIFR vs CTSH
-11.9%
-17.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -2.7% | +20.7% | +18.8% |
| 7D | -10.2% | -0.6% | -9.6% | -10.6% |
| 30D | -55.0% | +13.4% | -68.5% | -58.1% |
| 3M | -64.1% | +14.4% | -78.5% | -67.2% |
| 6M | -70.1% | +27.7% | -97.8% | -75.9% |
| YTD | -55.7% | -20.6% | -35.0% | -48.5% |
| 1Y | -69.9% | -9.1% | -60.7% | -69.8% |
| 3Y | +68.7% | +3.1% | +65.6% | +50.2% |
| All | -29.5% | -11.9% | -17.6% | -19.9% |
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