+678.0%
CTSH vs IAU
+875.8%
-197.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.6% |
| 7D | -2.7% | -0.5% | -2.2% | -2.7% |
| 30D | +12.4% | +4.4% | +7.9% | +12.3% |
| 3M | +17.4% | -1.1% | +18.4% | +17.4% |
| 6M | -3.1% | -13.7% | +10.6% | -2.7% |
| YTD | -23.6% | +2.7% | -26.3% | -23.8% |
| 1Y | -10.8% | +24.6% | -35.5% | -11.8% |
| 3Y | -8.3% | +126.8% | -135.1% | -11.7% |
| 5Y | -11.3% | +139.5% | -150.8% | -15.0% |
| 10Y | +22.6% | +226.3% | -203.6% | +17.4% |
| All | +678.0% | +875.8% | -197.8% | +489.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling