-12.1%
CTSH vs CME
+69.3%
-81.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -0.6% | +0.9% | -1.5% | -0.9% |
| 30D | +13.4% | +13.2% | +0.2% | +9.5% |
| 3M | +14.4% | +16.3% | -1.8% | +9.6% |
| 6M | +27.7% | +7.1% | +20.6% | +24.1% |
| YTD | -20.6% | +15.8% | -36.4% | -24.5% |
| 1Y | -9.1% | +17.1% | -26.2% | -13.9% |
| 3Y | +3.1% | +63.2% | -60.1% | -13.4% |
| All | -12.1% | +69.3% | -81.4% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling