-10.9%
CTSH vs ADM
+62.5%
-73.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.6% |
| 7D | -2.7% | +3.8% | -6.5% | -3.3% |
| 30D | +12.4% | +9.8% | +2.6% | +10.5% |
| 3M | +17.4% | +2.1% | +15.2% | +16.6% |
| 6M | -3.1% | +27.5% | -30.6% | -8.0% |
| YTD | -23.6% | +50.2% | -73.8% | -30.1% |
| 1Y | -10.8% | +40.6% | -51.4% | -17.6% |
| 3Y | -8.3% | +17.2% | -25.5% | -12.2% |
| All | -10.9% | +62.5% | -73.5% | -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