+38.7%
CTSH vs CMS
+134.3%
-95.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +1.8% | +0.5% | +1.3% | +1.6% |
| 30D | +9.8% | +7.4% | +2.4% | +6.7% |
| 3M | +12.1% | +1.9% | +10.3% | +11.2% |
| 6M | +27.4% | -2.3% | +29.7% | +28.2% |
| YTD | -20.3% | +3.0% | -23.2% | -22.0% |
| 1Y | -8.8% | -2.8% | -6.0% | -8.6% |
| 3Y | +4.0% | +37.9% | -33.9% | -12.7% |
| 5Y | -12.2% | +34.0% | -46.2% | -26.7% |
| 10Y | +38.7% | +138.1% | -99.4% | -7.0% |
| All | +38.7% | +134.3% | -95.6% | -7.0% |
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