+2,903.8%
CTSH vs IEF
+127.0%
+2,776.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +1.2% |
| 7D | +1.8% | -0.2% | +2.0% | +1.6% |
| 30D | +9.8% | +1.8% | +8.0% | +11.9% |
| 3M | +12.1% | -1.2% | +13.3% | +10.3% |
| 6M | +27.4% | -2.5% | +29.9% | +23.4% |
| YTD | -20.3% | -2.5% | -17.8% | -22.7% |
| 1Y | -8.8% | -2.3% | -6.5% | -11.5% |
| 3Y | +4.0% | +11.3% | -7.2% | +17.8% |
| 5Y | -12.2% | -7.6% | -4.6% | -25.9% |
| 10Y | +38.7% | +7.3% | +31.4% | +51.8% |
| All | +2,903.8% | +127.0% | +2,776.8% | +12,113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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