+34,247.0%
CTSH vs ADM
+848.4%
+33,398.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.7% |
| 7D | -2.7% | +3.8% | -6.5% | -4.0% |
| 30D | +12.4% | +9.8% | +2.6% | +8.5% |
| 3M | +17.4% | +2.1% | +15.2% | +15.7% |
| 6M | -3.1% | +27.5% | -30.6% | -12.3% |
| YTD | -23.6% | +50.2% | -73.8% | -35.1% |
| 1Y | -10.8% | +40.6% | -51.4% | -22.8% |
| 3Y | -8.3% | +17.2% | -25.5% | -18.2% |
| 5Y | -11.3% | +61.9% | -73.2% | -31.5% |
| 10Y | +22.6% | +159.3% | -136.7% | -22.3% |
| All | +34,247.0% | +848.4% | +33,398.6% | +11,533.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling