-10.9%
CTSH vs ACI
-42.9%
+32.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | -2.7% | +0.2% | -2.9% | -2.7% |
| 30D | +12.4% | +5.9% | +6.5% | +11.1% |
| 3M | +17.4% | -19.8% | +37.1% | +21.1% |
| 6M | -3.1% | -24.7% | +21.7% | +0.9% |
| YTD | -23.6% | -24.4% | +0.8% | -20.7% |
| 1Y | -10.8% | -31.5% | +20.7% | -6.0% |
| 3Y | -8.3% | -38.7% | +30.4% | -2.1% |
| All | -10.9% | -42.9% | +32.0% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling