-10.9%
CTSH vs ATI
+1,074.8%
-1,085.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.0% | -6.6% | -4.0% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | +12.4% | +2.7% | +9.7% | +11.7% |
| 3M | +17.4% | +16.3% | +1.1% | +13.9% |
| 6M | -3.1% | +30.2% | -33.3% | -8.3% |
| YTD | -23.6% | +83.6% | -107.1% | -32.6% |
| 1Y | -10.8% | +173.0% | -183.8% | -27.8% |
| 3Y | -8.3% | +356.6% | -364.9% | -35.8% |
| All | -10.9% | +1,074.8% | -1,085.8% | -47.8% |
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