-13.9%
CTSH vs IEFA
+65.6%
-79.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.3% |
| 7D | -8.2% | -0.5% | -7.7% | -7.9% |
| 30D | +0.4% | -1.1% | +1.5% | +1.0% |
| 3M | +10.6% | +5.1% | +5.5% | +7.2% |
| 6M | -8.8% | +9.3% | -18.1% | -14.2% |
| YTD | -28.6% | +13.0% | -41.6% | -34.8% |
| 1Y | -15.9% | +19.2% | -35.1% | -26.4% |
| All | -13.9% | +65.6% | -79.4% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling