+3,760.4%
CTSH vs IYR
+711.5%
+3,048.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.7% |
| 7D | -2.1% | -1.2% | -0.9% | -1.3% |
| 30D | +8.0% | +6.1% | +1.9% | +3.7% |
| 3M | +10.6% | +0.9% | +9.7% | +9.7% |
| 6M | +32.5% | +1.2% | +31.4% | +31.3% |
| YTD | -21.0% | +11.1% | -32.1% | -26.6% |
| 1Y | -9.9% | +9.0% | -18.9% | -15.3% |
| 3Y | +3.1% | +41.4% | -38.3% | -19.2% |
| 5Y | -13.4% | +6.7% | -20.1% | -18.6% |
| 10Y | +37.1% | +87.7% | -50.5% | -11.5% |
| All | +3,760.4% | +711.5% | +3,048.9% | +532.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling