-12.1%
CTSH vs CI
+49.9%
-61.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -2.2% |
| 7D | -0.6% | -1.6% | +1.0% | -0.3% |
| 30D | +13.4% | +5.4% | +8.0% | +12.5% |
| 3M | +14.4% | +7.3% | +7.2% | +13.1% |
| 6M | +27.7% | +5.3% | +22.4% | +26.5% |
| YTD | -20.6% | +8.5% | -29.1% | -22.0% |
| 1Y | -9.1% | +17.1% | -26.2% | -11.9% |
| 3Y | +3.1% | +1.4% | +1.7% | +0.7% |
| All | -12.1% | +49.9% | -61.9% | -29.6% |
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