-13.9%
CTSH vs IFF
+30.1%
-43.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.3% | -2.5% |
| 7D | -8.2% | -3.0% | -5.2% | -7.5% |
| 30D | +0.4% | -0.9% | +1.3% | +0.6% |
| 3M | +10.6% | +11.8% | -1.3% | +7.7% |
| 6M | -8.8% | +16.5% | -25.3% | -12.5% |
| YTD | -28.6% | +26.5% | -55.1% | -33.6% |
| 1Y | -15.9% | +32.7% | -48.6% | -23.1% |
| All | -13.9% | +30.1% | -43.9% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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