-7.3%
CTSH vs CMS
+36.5%
-43.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.6% |
| 7D | -2.7% | +0.4% | -3.1% | -2.7% |
| 30D | +12.4% | -3.6% | +16.0% | +12.7% |
| 3M | +17.4% | -1.9% | +19.3% | +17.8% |
| 6M | -3.1% | -11.0% | +7.9% | -1.8% |
| YTD | -23.6% | +0.2% | -23.8% | -24.1% |
| 1Y | -10.8% | -1.3% | -9.5% | -11.3% |
| All | -7.3% | +36.5% | -43.8% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling