-10.8%
CTSH vs ADM
+40.7%
-51.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.6% |
| 7D | -2.7% | +3.8% | -6.5% | -2.1% |
| 30D | +12.4% | +9.8% | +2.6% | +14.0% |
| 3M | +17.4% | +2.1% | +15.2% | +17.6% |
| 6M | -3.1% | +27.5% | -30.6% | -0.3% |
| YTD | -23.6% | +50.2% | -73.8% | -21.0% |
| 1Y | -10.8% | +40.6% | -51.4% | -9.5% |
| All | -10.8% | +40.7% | -51.6% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling