+51.0%
CIFR vs CTSH
-11.4%
+62.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.6% | +5.7% | +3.8% |
| 7D | +16.9% | -2.7% | +19.6% | +18.5% |
| 30D | -5.2% | +12.4% | -17.5% | -10.8% |
| 3M | -30.6% | +17.4% | -47.9% | -38.5% |
| 6M | +10.6% | -3.1% | +13.7% | +11.6% |
| YTD | +20.2% | -23.6% | +43.8% | +45.3% |
| 1Y | +139.7% | -10.8% | +150.6% | +144.4% |
| 3Y | +489.4% | -8.3% | +497.7% | +490.9% |
| All | +51.0% | -11.4% | +62.4% | +67.8% |
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