-17.1%
CTSH vs CMI
+165.6%
-182.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.6% |
| 7D | -8.2% | +0.7% | -8.9% | -8.4% |
| 30D | +0.4% | -12.3% | +12.7% | +3.1% |
| 3M | +10.6% | -16.8% | +27.4% | +13.6% |
| 6M | -8.8% | +1.5% | -10.3% | -14.2% |
| YTD | -28.6% | +9.8% | -38.4% | -35.7% |
| 1Y | -15.9% | +42.6% | -58.5% | -32.7% |
| 3Y | -13.9% | +151.0% | -164.9% | -48.1% |
| 5Y | -17.1% | +167.0% | -184.1% | -54.3% |
| All | -17.1% | +165.6% | -182.7% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling