+34,247.0%
CTSH vs CMS
+273.6%
+33,973.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | +12.4% | -3.6% | +16.0% | +13.6% |
| 3M | +17.4% | -1.9% | +19.3% | +17.9% |
| 6M | -3.1% | -11.0% | +7.9% | +0.1% |
| YTD | -23.6% | +0.2% | -23.8% | -24.1% |
| 1Y | -10.8% | -1.3% | -9.5% | -11.2% |
| 3Y | -8.3% | +35.9% | -44.2% | -18.3% |
| 5Y | -11.3% | +23.1% | -34.4% | -19.2% |
| 10Y | +22.6% | +117.9% | -95.3% | -6.5% |
| All | +34,247.0% | +273.6% | +33,973.4% | +16,353.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling