+37.8%
CTSH vs CMS
+127.7%
-89.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -1.9% |
| 7D | -2.3% | -0.9% | -1.4% | -1.9% |
| 30D | +7.4% | +7.1% | +0.4% | +4.5% |
| 3M | +10.9% | -1.3% | +12.2% | +11.4% |
| 6M | +24.7% | -2.7% | +27.3% | +25.6% |
| YTD | -22.0% | +2.6% | -24.6% | -23.6% |
| 1Y | -11.2% | -2.0% | -9.2% | -11.3% |
| 3Y | +3.9% | +39.6% | -35.8% | -13.3% |
| 5Y | -13.9% | +35.3% | -49.3% | -28.5% |
| 10Y | +37.8% | +132.3% | -94.6% | -4.2% |
| All | +37.8% | +127.7% | -89.9% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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