+18.7%
CTSH vs CNI
+136.1%
-117.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | -9.8% | -1.1% | -8.7% | -9.2% |
| 30D | +0.1% | -3.5% | +3.6% | +2.1% |
| 3M | +13.2% | +2.2% | +11.0% | +11.8% |
| 6M | -6.2% | +15.1% | -21.3% | -14.0% |
| YTD | -28.5% | +24.7% | -53.1% | -37.7% |
| 1Y | -13.8% | +33.4% | -47.1% | -28.0% |
| 3Y | -13.7% | +19.5% | -33.2% | -24.8% |
| 5Y | -16.7% | +12.6% | -29.2% | -26.0% |
| All | +18.7% | +136.1% | -117.3% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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