+79.2%
CIFR vs CTSH
-5.9%
+85.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.6% | +5.7% | +3.7% |
| 7D | +16.9% | -2.7% | +19.6% | +18.4% |
| 30D | -5.2% | +12.4% | -17.5% | -10.3% |
| 3M | -30.6% | +17.4% | -47.9% | -37.9% |
| 6M | +10.6% | -3.1% | +13.7% | +11.1% |
| YTD | +20.2% | -23.6% | +43.8% | +41.9% |
| 1Y | +139.7% | -10.8% | +150.6% | +144.1% |
| 3Y | +489.4% | -8.3% | +497.7% | +497.0% |
| 5Y | +54.4% | -11.3% | +65.7% | +68.3% |
| All | +79.2% | -5.9% | +85.1% | +92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling