+34,813.6%
CTSH vs CMI
+6,605.5%
+28,208.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -2.1% | +0.5% | -2.6% | -2.5% |
| 30D | +1.4% | -14.0% | +15.4% | +7.3% |
| 3M | +7.5% | -28.1% | +35.6% | +22.0% |
| 6M | +39.6% | -35.8% | +75.4% | +61.9% |
| YTD | -22.3% | -10.5% | -11.8% | -23.9% |
| 1Y | -12.0% | -1.9% | -10.1% | -17.3% |
| 3Y | +1.8% | +121.0% | -119.2% | -34.9% |
| 5Y | -15.8% | +114.6% | -130.4% | -46.2% |
| 10Y | +34.8% | +325.5% | -290.6% | -38.6% |
| All | +34,813.6% | +6,605.5% | +28,208.1% | +3,481.6% |
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