+22.5%
CTSH vs ADM
+158.6%
-136.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.8% |
| 7D | -5.5% | -0.1% | -5.4% | -5.5% |
| 30D | +4.5% | +11.0% | -6.5% | +0.5% |
| 3M | +13.7% | +6.0% | +7.7% | +10.7% |
| 6M | -8.4% | +26.9% | -35.3% | -17.2% |
| YTD | -26.5% | +50.0% | -76.5% | -37.9% |
| 1Y | -13.9% | +39.6% | -53.5% | -25.7% |
| 3Y | -11.3% | +18.5% | -29.9% | -20.5% |
| 5Y | -14.8% | +62.6% | -77.4% | -38.4% |
| 10Y | +22.5% | +162.4% | -139.9% | -35.7% |
| All | +22.5% | +158.6% | -136.1% | -35.7% |
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