+35.7%
CTSH vs CME
+305.5%
-269.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | -4.2% | +2.7% | -6.9% | -5.3% |
| 30D | +3.9% | +13.5% | -9.5% | -1.3% |
| 3M | +10.2% | +20.9% | -10.7% | +1.8% |
| 6M | +35.3% | +11.5% | +23.8% | +28.8% |
| YTD | -21.8% | +19.5% | -41.3% | -28.0% |
| 1Y | -12.1% | +17.2% | -29.4% | -18.5% |
| 3Y | +2.0% | +65.1% | -63.1% | -20.2% |
| 5Y | -15.3% | +73.1% | -88.4% | -36.2% |
| All | +35.7% | +305.5% | -269.8% | -23.4% |
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