-3.8%
CTSH vs IRE
-97.2%
+93.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +39.6% | -42.3% | -1.0% |
| 7D | -0.6% | -27.2% | +26.6% | -1.0% |
| 30D | +13.4% | -75.1% | +88.5% | +9.1% |
| 3M | +14.4% | -77.9% | +92.3% | +10.4% |
| 6M | +27.7% | -94.6% | +122.3% | +22.9% |
| YTD | -20.6% | -91.5% | +70.9% | -22.9% |
| 1Y | -9.1% | -97.8% | +88.7% | -9.9% |
| All | -3.8% | -97.2% | +93.5% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling