+708.1%
CTSH vs IAU
+793.8%
-85.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.7% |
| 7D | -0.6% | +4.7% | -5.3% | -0.7% |
| 30D | +13.4% | -0.9% | +14.3% | +13.4% |
| 3M | +14.4% | -4.4% | +18.8% | +14.5% |
| 6M | +27.7% | -13.5% | +41.2% | +28.1% |
| YTD | -20.6% | -5.9% | -14.7% | -20.7% |
| 1Y | -9.1% | +1.9% | -11.0% | -9.4% |
| 3Y | +3.1% | +104.1% | -101.0% | -0.5% |
| 5Y | -11.8% | +121.0% | -132.8% | -15.3% |
| 10Y | +42.7% | +204.1% | -161.3% | +36.8% |
| All | +708.1% | +793.8% | -85.7% | +513.0% |
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