-12.1%
CTSH vs ICE
+34.9%
-46.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.2% |
| 7D | -0.6% | +2.0% | -2.6% | -1.7% |
| 30D | +13.4% | +12.9% | +0.5% | +5.9% |
| 3M | +14.4% | +15.4% | -1.0% | +5.5% |
| 6M | +27.7% | +13.1% | +14.6% | +18.8% |
| YTD | -20.6% | +7.5% | -28.1% | -24.0% |
| 1Y | -9.1% | +18.3% | -27.5% | -17.1% |
| 3Y | +3.1% | +65.9% | -62.8% | -22.1% |
| All | -12.1% | +34.9% | -46.9% | -26.4% |
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