+37.8%
CTSH vs ADM
+100.2%
-62.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -2.3% | -7.8% | +5.5% | +0.4% |
| 30D | +7.4% | -12.6% | +20.0% | +12.5% |
| 3M | +10.9% | -8.2% | +19.2% | +13.8% |
| 6M | +24.7% | -8.9% | +33.6% | +27.3% |
| YTD | -22.0% | +24.0% | -46.0% | -29.8% |
| 1Y | -11.2% | +26.2% | -37.3% | -20.7% |
| 3Y | +3.9% | +7.0% | -3.1% | -4.9% |
| 5Y | -13.9% | +24.9% | -38.8% | -30.9% |
| 10Y | +37.8% | +102.6% | -64.9% | -23.5% |
| All | +37.8% | +100.2% | -62.4% | -23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling