-13.9%
CTSH vs ITOT
+75.4%
-89.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.5% |
| 7D | -8.2% | -0.4% | -7.8% | -7.9% |
| 30D | +0.4% | -1.6% | +2.0% | +1.6% |
| 3M | +10.6% | +3.5% | +7.0% | +7.4% |
| 6M | -8.8% | +13.1% | -21.9% | -17.8% |
| YTD | -28.6% | +12.7% | -41.3% | -35.4% |
| 1Y | -15.9% | +18.3% | -34.2% | -27.0% |
| All | -13.9% | +75.4% | -89.3% | -46.3% |
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