+22.2%
CTSH vs CMI
+516.5%
-494.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.5% |
| 7D | -3.7% | -0.7% | -3.0% | -3.5% |
| 30D | +3.7% | -12.4% | +16.1% | +8.4% |
| 3M | +17.9% | -14.8% | +32.7% | +22.4% |
| 6M | -2.6% | +0.8% | -3.4% | -8.0% |
| YTD | -26.4% | +10.2% | -36.6% | -34.1% |
| 1Y | -13.0% | +37.4% | -50.5% | -30.2% |
| 3Y | -11.2% | +153.3% | -164.5% | -48.3% |
| 5Y | -14.3% | +167.6% | -181.9% | -52.5% |
| All | +22.2% | +516.5% | -494.3% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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