+525.0%
CTSH vs ICE
+2,506.4%
-1,981.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.4% |
| 7D | -0.6% | +2.0% | -2.6% | -1.3% |
| 30D | +13.4% | +12.9% | +0.5% | +8.2% |
| 3M | +14.4% | +15.4% | -1.0% | +8.3% |
| 6M | +27.7% | +13.1% | +14.6% | +21.9% |
| YTD | -20.6% | +7.5% | -28.1% | -22.7% |
| 1Y | -9.1% | +18.3% | -27.5% | -14.6% |
| 3Y | +3.1% | +65.9% | -62.8% | -15.1% |
| 5Y | -11.8% | +35.2% | -47.0% | -22.2% |
| 10Y | +42.7% | +266.7% | -224.0% | -12.3% |
| All | +525.0% | +2,506.4% | -1,981.4% | +118.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling