+3,633.4%
CTSH vs IYR
+700.6%
+2,932.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.1% |
| 7D | -2.7% | -1.2% | -1.5% | -1.9% |
| 30D | +12.4% | -2.9% | +15.2% | +14.5% |
| 3M | +17.4% | +0.8% | +16.5% | +16.9% |
| 6M | -3.1% | +1.9% | -4.9% | -4.5% |
| YTD | -23.6% | +9.6% | -33.2% | -28.3% |
| 1Y | -10.8% | +8.1% | -18.9% | -15.6% |
| 3Y | -8.3% | +29.2% | -37.5% | -23.8% |
| 5Y | -11.3% | +4.3% | -15.6% | -15.3% |
| 10Y | +22.6% | +64.7% | -42.1% | -13.9% |
| All | +3,633.4% | +700.6% | +2,932.8% | +518.1% |
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