+5,883.3%
CTSH vs ATI
+915.7%
+4,967.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.4% | -7.2% | -3.9% |
| 7D | -0.6% | +6.2% | -6.8% | -2.3% |
| 30D | +13.4% | -7.1% | +20.5% | +14.5% |
| 3M | +14.4% | -21.3% | +35.8% | +19.9% |
| 6M | +27.7% | +6.5% | +21.2% | +22.0% |
| YTD | -20.6% | +53.2% | -73.8% | -32.1% |
| 1Y | -9.1% | +82.7% | -91.8% | -25.9% |
| 3Y | +3.1% | +314.3% | -311.2% | -35.6% |
| 5Y | -11.8% | +890.9% | -902.7% | -58.2% |
| 10Y | +42.7% | +1,142.3% | -1,099.6% | -48.0% |
| All | +5,883.3% | +915.7% | +4,967.6% | +1,602.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling