-13.9%
CTSH vs CMI
+149.3%
-163.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.8% |
| 7D | -8.2% | +0.7% | -8.9% | -8.2% |
| 30D | +0.4% | -12.3% | +12.7% | +1.3% |
| 3M | +10.6% | -16.8% | +27.4% | +11.5% |
| 6M | -8.8% | +1.5% | -10.3% | -14.1% |
| YTD | -28.6% | +9.8% | -38.4% | -35.5% |
| 1Y | -15.9% | +42.6% | -58.5% | -31.7% |
| All | -13.9% | +149.3% | -163.2% | -46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling