+501.7%
CTSH vs ICE
+2,331.7%
-1,830.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.6% | -2.8% |
| 7D | -2.7% | -0.7% | -2.0% | -2.5% |
| 30D | +12.4% | +7.6% | +4.7% | +9.3% |
| 3M | +17.4% | +13.9% | +3.4% | +11.8% |
| 6M | -3.1% | -2.4% | -0.7% | -2.2% |
| YTD | -23.6% | +0.3% | -23.8% | -23.5% |
| 1Y | -10.8% | -6.4% | -4.4% | -8.6% |
| 3Y | -8.3% | +43.1% | -51.4% | -20.2% |
| 5Y | -11.3% | +42.1% | -53.4% | -23.2% |
| 10Y | +22.6% | +220.9% | -198.3% | -21.0% |
| All | +501.7% | +2,331.7% | -1,830.1% | +116.0% |
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