+22.2%
CTSH vs ITOT
+303.4%
-281.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.0% | +2.1% |
| 7D | -3.7% | -0.9% | -2.8% | -2.8% |
| 30D | +3.7% | -1.5% | +5.1% | +5.3% |
| 3M | +17.9% | +3.6% | +14.4% | +13.3% |
| 6M | -2.6% | +13.7% | -16.3% | -15.4% |
| YTD | -26.4% | +12.9% | -39.3% | -35.5% |
| 1Y | -13.0% | +17.2% | -30.2% | -26.7% |
| 3Y | -11.2% | +75.6% | -86.8% | -51.3% |
| 5Y | -14.3% | +75.5% | -89.8% | -52.9% |
| All | +22.2% | +303.4% | -281.3% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 10y: compounded portfolio wealth divided by compounded ITOT 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…
10y analysis · Full analysis span regression · 6 months rolling