+11.1%
CTSH vs IR
+288.5%
-277.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -4.0% |
| 7D | -2.7% | -2.8% | +0.1% | -1.8% |
| 30D | +12.4% | -15.1% | +27.5% | +18.8% |
| 3M | +17.4% | +6.1% | +11.3% | +13.8% |
| 6M | -3.1% | -16.8% | +13.7% | +1.9% |
| YTD | -23.6% | -3.5% | -20.0% | -24.4% |
| 1Y | -10.8% | -3.5% | -7.3% | -11.9% |
| 3Y | -8.3% | +9.5% | -17.8% | -15.9% |
| 5Y | -11.3% | +45.1% | -56.4% | -28.1% |
| All | +11.1% | +288.5% | -277.4% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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