+37.8%
CTSH vs CI
+158.0%
-120.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.0% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | +7.4% | +4.7% | +2.8% | +6.0% |
| 3M | +10.9% | +5.2% | +5.7% | +9.2% |
| 6M | +24.7% | +3.8% | +20.9% | +22.8% |
| YTD | -22.0% | +9.2% | -31.2% | -24.8% |
| 1Y | -11.2% | +14.3% | -25.4% | -15.8% |
| 3Y | +3.9% | +8.4% | -4.6% | -4.4% |
| 5Y | -13.9% | +50.0% | -64.0% | -32.8% |
| 10Y | +37.8% | +142.2% | -104.4% | -6.4% |
| All | +37.8% | +158.0% | -120.3% | -6.4% |
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