+35,575.5%
CTSH vs IRM
+3,752.2%
+31,823.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.1% |
| 7D | -0.6% | -8.6% | +8.0% | +2.3% |
| 30D | +13.4% | -8.0% | +21.4% | +16.0% |
| 3M | +14.4% | -12.0% | +26.4% | +18.4% |
| 6M | +27.7% | -18.2% | +45.9% | +34.4% |
| YTD | -20.6% | +31.4% | -52.0% | -31.6% |
| 1Y | -9.1% | +9.2% | -18.3% | -16.1% |
| 3Y | +3.1% | +94.6% | -91.5% | -26.9% |
| 5Y | -11.8% | +170.2% | -181.9% | -46.2% |
| 10Y | +42.7% | +464.3% | -421.6% | -39.1% |
| All | +35,575.5% | +3,752.2% | +31,823.2% | +5,382.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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