+21.0%
CTSH vs ICE
+215.5%
-194.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.4% |
| 7D | -8.2% | -0.9% | -7.3% | -7.7% |
| 30D | +0.4% | +4.0% | -3.6% | -1.7% |
| 3M | +10.6% | +11.0% | -0.4% | +4.4% |
| 6M | -8.8% | -5.0% | -3.9% | -6.4% |
| YTD | -28.6% | -2.7% | -25.9% | -27.6% |
| 1Y | -15.9% | -8.6% | -7.3% | -11.9% |
| 3Y | -13.9% | +41.4% | -55.2% | -29.8% |
| 5Y | -17.1% | +39.9% | -57.0% | -33.1% |
| 10Y | +21.0% | +214.9% | -193.9% | -26.5% |
| All | +21.0% | +215.5% | -194.5% | -26.5% |
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