+35.8%
CTSH vs CMS
+125.4%
-89.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -1.9% |
| 7D | -0.6% | -1.3% | +0.7% | 0.0% |
| 30D | +13.4% | +6.3% | +7.1% | +10.7% |
| 3M | +14.4% | -2.1% | +16.5% | +15.3% |
| 6M | +27.7% | -5.1% | +32.8% | +30.1% |
| YTD | -20.6% | +1.3% | -21.9% | -21.8% |
| 1Y | -9.1% | -1.4% | -7.7% | -9.6% |
| 3Y | +3.1% | +36.9% | -33.8% | -13.3% |
| 5Y | -11.8% | +32.5% | -44.3% | -26.1% |
| All | +35.8% | +125.4% | -89.7% | -5.4% |
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