+37.1%
CTSH vs CI
+149.2%
-112.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -2.1% | -1.3% | -0.8% | -1.6% |
| 30D | +8.0% | +6.4% | +1.6% | +5.9% |
| 3M | +10.6% | +10.7% | -0.1% | +7.1% |
| 6M | +32.5% | +5.5% | +27.0% | +29.8% |
| YTD | -21.0% | +11.4% | -32.4% | -24.4% |
| 1Y | -9.9% | +15.0% | -24.9% | -14.7% |
| 3Y | +3.1% | +9.0% | -5.8% | -5.1% |
| 5Y | -13.4% | +52.0% | -65.4% | -32.6% |
| 10Y | +37.1% | +150.9% | -113.8% | -7.6% |
| All | +37.1% | +149.2% | -112.0% | -7.6% |
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