+5,660.5%
CTSH vs ATI
+1,117.2%
+4,543.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.0% | -6.6% | -4.4% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | +12.4% | +2.7% | +9.7% | +11.2% |
| 3M | +17.4% | +16.3% | +1.1% | +11.3% |
| 6M | -3.1% | +30.2% | -33.3% | -11.8% |
| YTD | -23.6% | +83.6% | -107.1% | -36.8% |
| 1Y | -10.8% | +173.0% | -183.8% | -34.1% |
| 3Y | -8.3% | +356.6% | -364.9% | -43.6% |
| 5Y | -11.3% | +1,074.2% | -1,085.5% | -59.5% |
| 10Y | +22.6% | +1,136.2% | -1,113.6% | -55.0% |
| All | +5,660.5% | +1,117.2% | +4,543.3% | +1,484.2% |
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