+35,575.5%
CTSH vs CMS
+277.5%
+35,298.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.1% |
| 7D | -0.6% | -1.3% | +0.7% | -0.2% |
| 30D | +13.4% | +6.3% | +7.1% | +11.3% |
| 3M | +14.4% | -2.1% | +16.5% | +15.1% |
| 6M | +27.7% | -5.1% | +32.8% | +29.5% |
| YTD | -20.6% | +1.3% | -21.9% | -21.4% |
| 1Y | -9.1% | -1.4% | -7.7% | -9.4% |
| 3Y | +3.1% | +36.9% | -33.8% | -8.2% |
| 5Y | -11.8% | +32.5% | -44.3% | -21.3% |
| 10Y | +42.7% | +126.8% | -84.0% | +7.6% |
| All | +35,575.5% | +277.5% | +35,298.0% | +16,935.8% |
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