-13.0%
CTSH vs IJR
+21.9%
-35.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.7% |
| 7D | -3.7% | -2.2% | -1.5% | -2.9% |
| 30D | +3.7% | -4.6% | +8.3% | +5.4% |
| 3M | +17.9% | +0.2% | +17.7% | +17.1% |
| 6M | -2.6% | +14.7% | -17.4% | -11.6% |
| YTD | -26.4% | +18.9% | -45.3% | -34.4% |
| 1Y | -13.0% | +19.9% | -33.0% | -23.7% |
| All | -13.0% | +21.9% | -35.0% | -23.7% |
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