-13.4%
CTSH vs ICE
-8.0%
-5.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.7% | -2.3% |
| 7D | -5.5% | -1.2% | -4.3% | -4.7% |
| 30D | +4.5% | +5.0% | -0.5% | +1.1% |
| 3M | +13.7% | +13.9% | -0.1% | +3.8% |
| 6M | -8.4% | -4.4% | -4.0% | -6.9% |
| YTD | -26.5% | -1.9% | -24.6% | -25.1% |
| All | -13.4% | -8.0% | -5.4% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling