+1.8%
CTSH vs ITOT
+77.6%
-75.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.4% |
| 7D | -2.1% | +2.5% | -4.6% | -3.7% |
| 30D | +1.4% | -1.7% | +3.1% | +2.2% |
| 3M | +7.5% | -3.4% | +10.8% | +9.5% |
| 6M | +39.6% | +2.1% | +37.5% | +36.1% |
| YTD | -22.3% | +11.5% | -33.8% | -29.5% |
| 1Y | -12.0% | +13.6% | -25.6% | -21.4% |
| 3Y | +1.8% | +77.2% | -75.4% | -39.0% |
| All | +1.8% | +77.6% | -75.8% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling