-5.4%
CTSH vs IRE
-97.3%
+91.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.0% |
| 3M | +10.9% | -81.6% | +92.5% | +6.2% |
| 6M | +24.7% | -94.7% | +119.4% | +19.8% |
| YTD | -22.0% | -91.8% | +69.8% | -24.4% |
| 1Y | -11.2% | -97.6% | +86.4% | -12.3% |
| All | -5.4% | -97.3% | +91.9% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling