-13.9%
CTSH vs ATI
+958.1%
-972.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.2% | -6.9% | -2.3% |
| 7D | -2.3% | +6.0% | -8.3% | -3.0% |
| 30D | +7.4% | -3.6% | +11.1% | +7.6% |
| 3M | +10.9% | -18.9% | +29.8% | +13.4% |
| 6M | +24.7% | +16.7% | +8.0% | +19.5% |
| YTD | -22.0% | +61.1% | -83.1% | -30.6% |
| 1Y | -11.2% | +89.3% | -100.5% | -23.6% |
| 3Y | +3.9% | +333.3% | -329.5% | -28.4% |
| 5Y | -13.9% | +954.5% | -968.4% | -51.8% |
| All | -13.9% | +958.1% | -972.0% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling