-15.8%
CTSH vs ADM
+26.4%
-42.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.4% | -1.1% |
| 7D | -2.1% | +4.2% | -6.3% | -2.8% |
| 30D | +1.4% | -12.8% | +14.2% | +3.6% |
| 3M | +7.5% | -8.5% | +15.9% | +8.8% |
| 6M | +39.6% | -10.9% | +50.5% | +41.7% |
| YTD | -22.3% | +29.4% | -51.7% | -27.2% |
| 1Y | -12.0% | +27.5% | -39.5% | -17.3% |
| 3Y | +1.8% | +10.3% | -8.5% | -3.0% |
| All | -15.8% | +26.4% | -42.2% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling