+37.8%
CTSH vs CME
+320.1%
-282.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | -2.3% | -0.6% | -1.7% | -2.0% |
| 30D | +7.4% | +8.5% | -1.1% | +3.9% |
| 3M | +10.9% | +16.0% | -5.1% | +4.3% |
| 6M | +24.7% | +9.3% | +15.3% | +19.7% |
| YTD | -22.0% | +15.3% | -37.3% | -27.0% |
| 1Y | -11.2% | +14.4% | -25.6% | -16.7% |
| 3Y | +3.9% | +59.9% | -56.1% | -17.6% |
| 5Y | -13.9% | +69.4% | -83.4% | -34.6% |
| 10Y | +37.8% | +299.5% | -261.7% | -21.4% |
| All | +37.8% | +320.1% | -282.3% | -21.4% |
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