+22.2%
CTSH vs IEFA
+148.3%
-126.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.0% |
| 7D | -3.7% | -1.6% | -2.1% | -2.3% |
| 30D | +3.7% | -1.5% | +5.2% | +5.2% |
| 3M | +17.9% | +3.4% | +14.5% | +13.6% |
| 6M | -2.6% | +9.5% | -12.1% | -12.1% |
| YTD | -26.4% | +13.0% | -39.4% | -35.9% |
| 1Y | -13.0% | +18.0% | -31.0% | -27.5% |
| 3Y | -11.2% | +65.4% | -76.6% | -48.0% |
| 5Y | -14.3% | +51.6% | -65.8% | -44.9% |
| All | +22.2% | +148.3% | -126.2% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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