+35,575.5%
CTSH vs CI
+1,515.6%
+34,059.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -2.0% |
| 7D | -0.6% | -1.6% | +1.0% | -0.1% |
| 30D | +13.4% | +5.4% | +8.0% | +11.7% |
| 3M | +14.4% | +7.3% | +7.2% | +12.1% |
| 6M | +27.7% | +5.3% | +22.4% | +25.4% |
| YTD | -20.6% | +8.5% | -29.1% | -23.1% |
| 1Y | -9.1% | +17.1% | -26.2% | -14.1% |
| 3Y | +3.1% | +1.4% | +1.7% | -1.7% |
| 5Y | -11.8% | +50.5% | -62.2% | -26.7% |
| 10Y | +42.7% | +168.5% | -125.8% | -3.7% |
| All | +35,575.5% | +1,515.6% | +34,059.8% | +9,850.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling