-10.9%
CTSH vs CI
+42.7%
-53.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.4% |
| 7D | -2.7% | +1.3% | -4.0% | -2.9% |
| 30D | +12.4% | +4.4% | +7.9% | +11.5% |
| 3M | +17.4% | +0.7% | +16.7% | +17.2% |
| 6M | -3.1% | +0.3% | -3.4% | -3.4% |
| YTD | -23.6% | +3.8% | -27.4% | -24.4% |
| 1Y | -10.8% | -5.5% | -5.3% | -10.7% |
| 3Y | -8.3% | +8.1% | -16.4% | -13.3% |
| All | -10.9% | +42.7% | -53.6% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling