+35,575.5%
CTSH vs ADM
+684.3%
+34,891.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.5% |
| 7D | -0.6% | -9.0% | +8.4% | +2.7% |
| 30D | +13.4% | -14.0% | +27.4% | +19.5% |
| 3M | +14.4% | -9.2% | +23.6% | +17.9% |
| 6M | +27.7% | -9.2% | +36.9% | +30.7% |
| YTD | -20.6% | +24.2% | -44.8% | -28.0% |
| 1Y | -9.1% | +27.0% | -36.1% | -18.4% |
| 3Y | +3.1% | +6.6% | -3.5% | -5.2% |
| 5Y | -11.8% | +25.0% | -36.7% | -25.2% |
| 10Y | +42.7% | +100.2% | -57.5% | -1.0% |
| All | +35,575.5% | +684.3% | +34,891.1% | +12,797.8% |
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