+35.8%
CTSH vs CI
+166.5%
-130.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -1.9% |
| 7D | -0.6% | -1.6% | +1.0% | -0.1% |
| 30D | +13.4% | +5.4% | +8.0% | +11.6% |
| 3M | +14.4% | +7.3% | +7.2% | +11.9% |
| 6M | +27.7% | +5.3% | +22.4% | +25.2% |
| YTD | -20.6% | +8.5% | -29.1% | -23.3% |
| 1Y | -9.1% | +17.1% | -26.2% | -14.5% |
| 3Y | +3.1% | +1.4% | +1.7% | -2.4% |
| 5Y | -11.8% | +50.5% | -62.2% | -31.0% |
| All | +35.8% | +166.5% | -130.8% | +0.9% |
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