-10.9%
CTSH vs ICE
+42.3%
-53.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.6% | -2.5% |
| 7D | -2.7% | -0.7% | -2.0% | -2.4% |
| 30D | +12.4% | +7.6% | +4.7% | +7.9% |
| 3M | +17.4% | +13.9% | +3.4% | +9.2% |
| 6M | -3.1% | -2.4% | -0.7% | -2.3% |
| YTD | -23.6% | +0.3% | -23.8% | -23.9% |
| 1Y | -10.8% | -6.4% | -4.4% | -8.2% |
| 3Y | -8.3% | +43.1% | -51.4% | -24.7% |
| All | -10.9% | +42.3% | -53.2% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling