+22.6%
CTSH vs CI
+146.1%
-123.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.2% |
| 7D | -2.7% | +1.3% | -4.0% | -3.1% |
| 30D | +12.4% | +4.4% | +7.9% | +10.8% |
| 3M | +17.4% | +0.7% | +16.7% | +16.9% |
| 6M | -3.1% | +0.3% | -3.4% | -3.8% |
| YTD | -23.6% | +3.8% | -27.4% | -25.2% |
| 1Y | -10.8% | -5.5% | -5.3% | -10.9% |
| 3Y | -8.3% | +8.1% | -16.4% | -16.0% |
| 5Y | -11.3% | +42.8% | -54.1% | -29.4% |
| All | +22.6% | +146.1% | -123.5% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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