+39.6%
CTSH vs IP
+25.2%
+14.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.0% | +5.1% | +2.6% |
| 7D | +6.4% | -5.0% | +11.4% | +8.3% |
| 30D | +16.3% | +6.5% | +9.8% | +13.4% |
| 3M | +20.0% | -18.0% | +38.0% | +28.2% |
| 6M | +29.9% | +10.3% | +19.6% | +22.8% |
| YTD | -18.4% | -9.9% | -8.5% | -18.2% |
| 1Y | -8.9% | -1.1% | -7.8% | -12.2% |
| 3Y | +6.0% | +13.0% | -7.0% | -10.5% |
| 5Y | -9.3% | -12.3% | +3.0% | -15.0% |
| All | +39.6% | +25.2% | +14.4% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling