+18,676.5%
CTSH vs CCI
+1,091.9%
+17,584.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.2% | -2.0% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | +13.4% | +28.4% | -15.0% | +4.2% |
| 3M | +14.4% | +20.0% | -5.5% | +7.2% |
| 6M | +27.7% | +0.8% | +26.9% | +26.3% |
| YTD | -20.6% | +3.6% | -24.2% | -22.7% |
| 1Y | -9.1% | +6.1% | -15.2% | -12.3% |
| 3Y | +3.1% | +7.2% | -4.1% | -2.7% |
| 5Y | -11.8% | -37.0% | +25.2% | -3.3% |
| 10Y | +42.7% | +54.2% | -11.4% | +17.9% |
| All | +18,676.5% | +1,091.9% | +17,584.7% | +6,207.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling