+22.5%
CTSH vs CME
+282.5%
-259.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -3.4% |
| 7D | -5.5% | -2.9% | -2.6% | -4.4% |
| 30D | +4.5% | +5.5% | -1.0% | +2.2% |
| 3M | +13.7% | +11.0% | +2.8% | +9.0% |
| 6M | -8.4% | -9.7% | +1.3% | -5.1% |
| YTD | -26.5% | +4.9% | -31.4% | -28.5% |
| 1Y | -13.9% | +10.1% | -24.0% | -18.2% |
| 3Y | -11.3% | +53.5% | -64.8% | -28.6% |
| 5Y | -14.8% | +77.2% | -92.0% | -36.8% |
| 10Y | +22.5% | +282.1% | -259.6% | -21.9% |
| All | +22.5% | +282.5% | -259.9% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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