+2,969.5%
CTSH vs IJH
+1,054.0%
+1,915.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.1% |
| 7D | -3.7% | -1.9% | -1.8% | -1.7% |
| 30D | +3.7% | -4.6% | +8.3% | +8.9% |
| 3M | +17.9% | -1.2% | +19.1% | +18.5% |
| 6M | -2.6% | +9.4% | -12.1% | -13.0% |
| YTD | -26.4% | +13.3% | -39.7% | -36.8% |
| 1Y | -13.0% | +13.4% | -26.4% | -25.4% |
| 3Y | -11.2% | +50.4% | -61.6% | -45.0% |
| 5Y | -14.3% | +49.0% | -63.2% | -47.1% |
| 10Y | +24.8% | +182.6% | -157.8% | -64.8% |
| All | +2,969.5% | +1,054.0% | +1,915.5% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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