-10.9%
CTSH vs IP
-17.2%
+6.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.2% | -5.8% | -4.1% |
| 7D | -2.7% | -5.3% | +2.6% | -1.5% |
| 30D | +12.4% | -10.9% | +23.2% | +15.3% |
| 3M | +17.4% | +11.2% | +6.2% | +13.3% |
| 6M | -3.1% | -10.2% | +7.2% | -1.6% |
| YTD | -23.6% | -2.0% | -21.6% | -24.7% |
| 1Y | -10.8% | -19.1% | +8.3% | -7.6% |
| 3Y | -8.3% | +20.9% | -29.1% | -20.3% |
| All | -10.9% | -17.2% | +6.3% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling