+20.1%
CTSH vs ACI
+21.8%
-1.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.3% | -0.6% | -3.4% |
| 7D | -5.5% | -2.6% | -2.9% | -5.1% |
| 30D | +4.5% | +1.1% | +3.4% | +4.4% |
| 3M | +13.7% | -23.6% | +37.4% | +17.1% |
| 6M | -8.4% | -29.9% | +21.5% | -4.9% |
| YTD | -26.5% | -26.9% | +0.4% | -24.2% |
| 1Y | -13.9% | -34.2% | +20.3% | -10.3% |
| 3Y | -11.3% | -43.6% | +32.3% | -6.4% |
| 5Y | -14.8% | -42.4% | +27.5% | -11.0% |
| All | +20.1% | +21.8% | -1.7% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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