+35.7%
CTSH vs CCI
+65.8%
-30.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -4.2% | -1.4% | -2.8% | -3.7% |
| 30D | +3.9% | +12.7% | -8.8% | -0.7% |
| 3M | +10.2% | +23.0% | -12.8% | +1.3% |
| 6M | +35.3% | +0.6% | +34.7% | +34.0% |
| YTD | -21.8% | +4.9% | -26.7% | -24.4% |
| 1Y | -12.1% | +0.7% | -12.8% | -13.8% |
| 3Y | +2.0% | +10.2% | -8.2% | -6.7% |
| 5Y | -15.3% | -36.4% | +21.2% | -2.7% |
| All | +35.7% | +65.8% | -30.1% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 10y: compounded portfolio wealth divided by compounded CCI 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…
10y analysis · Full analysis span regression · 6 months rolling