+34,247.0%
CTSH vs CMI
+8,215.5%
+26,031.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.8% | -6.4% | -4.8% |
| 7D | -2.7% | -0.7% | -2.0% | -2.5% |
| 30D | +12.4% | -13.4% | +25.8% | +19.0% |
| 3M | +17.4% | -17.0% | +34.4% | +24.0% |
| 6M | -3.1% | -1.6% | -1.4% | -6.8% |
| YTD | -23.6% | +11.0% | -34.5% | -31.0% |
| 1Y | -10.8% | +41.9% | -52.7% | -28.1% |
| 3Y | -8.3% | +151.8% | -160.1% | -43.9% |
| 5Y | -11.3% | +163.6% | -174.9% | -47.6% |
| 10Y | +22.6% | +472.9% | -450.3% | -50.7% |
| All | +34,247.0% | +8,215.5% | +26,031.4% | +3,148.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling