+32,929.6%
CTSH vs CNI
+4,400.5%
+28,529.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.9% | -3.9% |
| 7D | -5.5% | +2.5% | -8.0% | -6.8% |
| 30D | +4.5% | -2.5% | +7.0% | +5.9% |
| 3M | +13.7% | +2.7% | +11.0% | +11.9% |
| 6M | -8.4% | +16.9% | -25.3% | -16.8% |
| YTD | -26.5% | +26.3% | -52.8% | -36.4% |
| 1Y | -13.9% | +31.1% | -45.0% | -27.3% |
| 3Y | -11.3% | +21.1% | -32.4% | -23.0% |
| 5Y | -14.8% | +11.0% | -25.9% | -23.3% |
| 10Y | +22.5% | +128.1% | -105.6% | -28.2% |
| All | +32,929.6% | +4,400.5% | +28,529.0% | +4,911.7% |
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 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