+34.8%
CTSH vs ICE
+259.6%
-224.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.9% |
| 7D | -2.1% | +3.6% | -5.8% | -4.2% |
| 30D | +1.4% | +15.1% | -13.7% | -6.6% |
| 3M | +7.5% | +15.4% | -7.9% | -1.2% |
| 6M | +39.6% | +16.1% | +23.4% | +27.7% |
| YTD | -22.3% | +11.4% | -33.7% | -27.2% |
| 1Y | -12.0% | +18.5% | -30.4% | -20.2% |
| 3Y | +1.8% | +70.5% | -68.7% | -25.9% |
| 5Y | -15.8% | +40.9% | -56.8% | -32.6% |
| All | +34.8% | +259.6% | -224.8% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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