+2,965.4%
CTSH vs IJR
+1,143.6%
+1,821.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.1% |
| 7D | -5.5% | +0.9% | -6.4% | -6.3% |
| 30D | +4.5% | -3.1% | +7.7% | +7.6% |
| 3M | +13.7% | +4.4% | +9.3% | +8.4% |
| 6M | -8.4% | +16.1% | -24.5% | -21.6% |
| YTD | -26.5% | +20.6% | -47.1% | -39.3% |
| 1Y | -13.9% | +22.9% | -36.8% | -30.3% |
| 3Y | -11.3% | +55.2% | -66.5% | -44.5% |
| 5Y | -14.8% | +41.1% | -55.9% | -42.3% |
| 10Y | +22.5% | +167.0% | -144.4% | -60.4% |
| All | +2,965.4% | +1,143.6% | +1,821.8% | +70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling