-7.6%
CTSH vs IJR
+24.2%
-31.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.7% | +2.7% |
| 7D | -0.9% | +2.3% | -3.1% | -1.6% |
| 30D | +13.1% | +2.8% | +10.3% | +12.0% |
| 3M | +17.9% | -4.6% | +22.5% | +19.6% |
| 6M | +28.5% | +5.7% | +22.8% | +23.4% |
| YTD | -19.3% | +19.9% | -39.2% | -29.1% |
| 1Y | -7.6% | +24.2% | -31.8% | -21.3% |
| All | -7.6% | +24.2% | -31.8% | -21.3% |
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