-13.9%
CTSH vs CNI
+19.3%
-33.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.1% | -2.6% |
| 7D | -8.2% | +0.9% | -9.1% | -8.4% |
| 30D | +0.4% | -2.1% | +2.5% | +1.1% |
| 3M | +10.6% | +1.8% | +8.8% | +10.0% |
| 6M | -8.8% | +14.8% | -23.6% | -12.9% |
| YTD | -28.6% | +25.4% | -54.0% | -34.5% |
| 1Y | -15.9% | +32.9% | -48.8% | -24.8% |
| All | -13.9% | +19.3% | -33.2% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling