+2,779.5%
CTSH vs IEF
+129.4%
+2,650.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -2.7% | -0.3% | -2.4% | -3.0% |
| 30D | +12.4% | -0.8% | +13.1% | +11.3% |
| 3M | +17.4% | -1.0% | +18.3% | +16.1% |
| 6M | -3.1% | -2.8% | -0.3% | -6.2% |
| YTD | -23.6% | -1.5% | -22.1% | -24.9% |
| 1Y | -10.8% | -0.4% | -10.4% | -11.2% |
| 3Y | -8.3% | +9.7% | -18.0% | +1.8% |
| 5Y | -11.3% | -8.3% | -3.0% | -26.3% |
| 10Y | +22.6% | +4.6% | +18.0% | +28.5% |
| All | +2,779.5% | +129.4% | +2,650.2% | +11,772.6% |
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