-10.9%
CTSH vs CMS
+23.4%
-34.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.6% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | +12.4% | -3.6% | +16.0% | +13.2% |
| 3M | +17.4% | -1.9% | +19.3% | +17.8% |
| 6M | -3.1% | -11.0% | +7.9% | -0.6% |
| YTD | -23.6% | +0.2% | -23.8% | -24.2% |
| 1Y | -10.8% | -1.3% | -9.5% | -11.3% |
| 3Y | -8.3% | +35.9% | -44.2% | -18.3% |
| All | -10.9% | +23.4% | -34.4% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling