-14.8%
CTSH vs IYR
+5.6%
-20.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.8% |
| 7D | -5.5% | -0.4% | -5.1% | -5.2% |
| 30D | +4.5% | -2.5% | +7.0% | +6.3% |
| 3M | +13.7% | +1.5% | +12.3% | +12.9% |
| 6M | -8.4% | +3.9% | -12.3% | -10.8% |
| YTD | -26.5% | +9.5% | -36.0% | -31.1% |
| 1Y | -13.9% | +7.5% | -21.4% | -18.3% |
| 3Y | -11.3% | +30.8% | -42.1% | -27.5% |
| 5Y | -14.8% | +4.8% | -19.6% | -17.4% |
| All | -14.8% | +5.6% | -20.5% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 5y: compounded portfolio wealth divided by compounded IYR 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…
5y analysis · Full analysis span regression · 6 months rolling