-10.8%
CTSH vs IVZ
+56.4%
-67.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -3.8% |
| 7D | -2.7% | +0.6% | -3.3% | -2.8% |
| 30D | +12.4% | +4.0% | +8.4% | +11.5% |
| 3M | +17.4% | +18.2% | -0.8% | +12.6% |
| 6M | -3.1% | +32.8% | -35.9% | -10.7% |
| YTD | -23.6% | +28.7% | -52.3% | -28.4% |
| 1Y | -10.8% | +55.4% | -66.2% | -24.0% |
| All | -10.8% | +56.4% | -67.3% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling