+34,813.6%
CTSH vs CNI
+4,562.6%
+30,251.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.4% |
| 7D | -2.1% | +2.5% | -4.7% | -3.5% |
| 30D | +1.4% | +6.1% | -4.7% | -1.9% |
| 3M | +7.5% | +0.1% | +7.3% | +7.1% |
| 6M | +39.6% | +14.9% | +24.6% | +28.8% |
| YTD | -22.3% | +30.9% | -53.2% | -34.2% |
| 1Y | -12.0% | +33.9% | -45.9% | -26.5% |
| 3Y | +1.8% | +20.2% | -18.4% | -11.2% |
| 5Y | -15.8% | +8.2% | -24.0% | -22.9% |
| 10Y | +34.8% | +142.2% | -107.4% | -23.5% |
| All | +34,813.6% | +4,562.6% | +30,251.0% | +5,085.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling