+306.5%
IVV vs CTSH
+37.6%
+268.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.1% | +1.3% |
| 7D | -2.7% | -0.6% | -2.1% | -2.6% |
| 30D | -5.4% | +13.4% | -18.8% | -10.2% |
| 3M | -4.1% | +14.4% | -18.5% | -9.9% |
| 6M | +0.7% | +27.7% | -27.0% | -11.1% |
| YTD | +8.7% | -20.6% | +29.3% | +16.3% |
| 1Y | +11.0% | -9.1% | +20.1% | +11.5% |
| 3Y | +75.4% | +3.1% | +72.3% | +63.4% |
| 5Y | +68.3% | -11.8% | +80.1% | +65.0% |
| All | +306.5% | +37.6% | +268.9% | +233.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 10y: compounded portfolio wealth divided by compounded CTSH 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…
10y analysis · Full analysis span regression · 6 months rolling