-14.8%
CTSH vs CCI
-50.2%
+35.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.0% | -3.9% |
| 7D | -5.5% | +0.2% | -5.6% | -5.5% |
| 30D | +4.5% | +0.5% | +4.0% | +4.4% |
| 3M | +13.7% | -16.3% | +30.0% | +19.1% |
| 6M | -8.4% | -13.9% | +5.6% | -4.9% |
| YTD | -26.5% | -12.4% | -14.1% | -24.3% |
| 1Y | -13.9% | -15.2% | +1.3% | -10.8% |
| 3Y | -11.3% | -9.9% | -1.5% | -12.2% |
| 5Y | -14.8% | -50.8% | +36.0% | +0.6% |
| All | -14.8% | -50.2% | +35.4% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling