+35.7%
CTSH vs CI
+145.6%
-109.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.5% |
| 7D | -4.2% | -1.7% | -2.5% | -3.6% |
| 30D | +3.9% | +4.9% | -0.9% | +2.5% |
| 3M | +10.2% | +7.4% | +2.8% | +7.7% |
| 6M | +35.3% | +0.4% | +34.9% | +34.8% |
| YTD | -21.8% | +9.5% | -31.3% | -24.7% |
| 1Y | -12.1% | +12.0% | -24.1% | -16.1% |
| 3Y | +2.0% | +7.1% | -5.0% | -5.5% |
| 5Y | -15.3% | +49.3% | -64.6% | -33.7% |
| All | +35.7% | +145.6% | -109.9% | -8.5% |
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