+35.7%
CTSH vs IAU
+210.5%
-174.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.9% |
| 7D | -4.2% | -5.5% | +1.3% | -3.9% |
| 30D | +3.9% | -7.0% | +10.9% | +4.3% |
| 3M | +10.2% | -12.3% | +22.5% | +10.9% |
| 6M | +35.3% | -17.9% | +53.2% | +36.7% |
| YTD | -21.8% | -10.3% | -11.5% | -21.9% |
| 1Y | -12.1% | -7.9% | -4.2% | -12.6% |
| 3Y | +2.0% | +98.7% | -96.6% | -10.4% |
| 5Y | -15.3% | +105.0% | -120.3% | -26.8% |
| All | +35.7% | +210.5% | -174.8% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling