-1.1%
CTSH vs IRE
-98.0%
+97.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -33.9% | +35.1% | -0.3% |
| 7D | +6.4% | -57.1% | +63.6% | +3.5% |
| 30D | +16.3% | -84.4% | +100.7% | +9.5% |
| 3M | +20.0% | -85.0% | +104.9% | +13.6% |
| 6M | +29.9% | -95.2% | +125.2% | +23.4% |
| YTD | -18.4% | -93.9% | +75.6% | -22.1% |
| 1Y | -8.9% | -98.8% | +90.0% | -10.6% |
| All | -1.1% | -98.0% | +97.0% | -4.7% |
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