-10.8%
CTSH vs IJR
+25.5%
-36.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.7% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | +12.4% | -2.4% | +14.8% | +13.3% |
| 3M | +17.4% | +3.9% | +13.4% | +14.6% |
| 6M | -3.1% | +12.4% | -15.5% | -9.9% |
| YTD | -23.6% | +21.5% | -45.1% | -32.7% |
| 1Y | -10.8% | +24.0% | -34.8% | -23.5% |
| All | -10.8% | +25.5% | -36.3% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 1y: compounded portfolio wealth divided by compounded IJR 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…
1y analysis · Full analysis span regression · 6 months rolling