-10.8%
CTSH vs IRE
-97.8%
+87.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.8% |
| 7D | -2.3% | -15.5% | +13.2% | -2.1% |
| 30D | +7.4% | -70.4% | +77.8% | +3.5% |
| 3M | +10.9% | -81.6% | +92.5% | +5.5% |
| 6M | +24.7% | -94.7% | +119.4% | +18.7% |
| YTD | -22.0% | -91.8% | +69.8% | -24.3% |
| All | -10.8% | -97.8% | +87.0% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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