+108.6%
CTSH vs IEFA
+217.0%
-108.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | -2.7% | +0.6% | -3.3% | -3.2% |
| 30D | +12.4% | +1.0% | +11.3% | +11.3% |
| 3M | +17.4% | +4.7% | +12.7% | +11.6% |
| 6M | -3.1% | +8.6% | -11.7% | -11.8% |
| YTD | -23.6% | +14.8% | -38.4% | -34.3% |
| 1Y | -10.8% | +22.6% | -33.4% | -28.2% |
| 3Y | -8.3% | +67.0% | -75.3% | -46.2% |
| 5Y | -11.3% | +52.3% | -63.6% | -42.9% |
| 10Y | +22.6% | +147.3% | -124.7% | -52.0% |
| All | +108.6% | +217.0% | -108.4% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling