-7.7%
CTSH vs ATI
+373.5%
-381.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.0% | -6.6% | -3.8% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | +12.4% | +2.7% | +9.7% | +12.0% |
| 3M | +17.4% | +16.3% | +1.1% | +15.1% |
| 6M | -3.1% | +30.2% | -33.3% | -6.6% |
| YTD | -23.6% | +83.6% | -107.1% | -30.7% |
| 1Y | -10.8% | +173.0% | -183.8% | -25.0% |
| All | -7.7% | +373.5% | -381.2% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 3y: compounded portfolio wealth divided by compounded ATI 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…
3y analysis · Full analysis span regression · 6 months rolling