+2,387.5%
CTSH vs CME
+8,169.9%
-5,782.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -0.6% | +0.9% | -1.5% | -1.0% |
| 30D | +13.4% | +13.2% | +0.2% | +7.9% |
| 3M | +14.4% | +16.3% | -1.8% | +7.6% |
| 6M | +27.7% | +7.1% | +20.6% | +23.8% |
| YTD | -20.6% | +15.8% | -36.4% | -25.7% |
| 1Y | -9.1% | +17.1% | -26.2% | -15.5% |
| 3Y | +3.1% | +63.2% | -60.1% | -18.0% |
| 5Y | -11.8% | +70.2% | -82.0% | -31.9% |
| 10Y | +42.7% | +337.0% | -294.3% | -28.1% |
| All | +2,387.5% | +8,169.9% | -5,782.4% | +482.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling