+38.7%
CTSH vs CI
+147.8%
-109.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +1.4% |
| 7D | +1.8% | +2.6% | -0.8% | +1.0% |
| 30D | +9.8% | +7.3% | +2.5% | +7.4% |
| 3M | +12.1% | +9.5% | +2.6% | +8.9% |
| 6M | +27.4% | +6.4% | +21.0% | +24.4% |
| YTD | -20.3% | +12.0% | -32.3% | -23.8% |
| 1Y | -8.8% | +20.1% | -28.9% | -14.9% |
| 3Y | +4.0% | +9.6% | -5.5% | -4.4% |
| 5Y | -12.2% | +52.7% | -64.9% | -31.8% |
| 10Y | +38.7% | +150.3% | -111.5% | -6.9% |
| All | +38.7% | +147.8% | -109.1% | -6.9% |
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