+307.4%
IVV vs CTSH
+39.6%
+267.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.1% |
| 7D | -0.6% | +1.8% | -2.4% | -1.3% |
| 30D | -3.7% | +9.8% | -13.5% | -7.5% |
| 3M | -2.7% | +12.1% | -14.9% | -8.0% |
| 6M | +2.2% | +27.4% | -25.2% | -9.7% |
| YTD | +10.9% | -20.3% | +31.2% | +18.4% |
| 1Y | +11.3% | -8.8% | +20.1% | +11.6% |
| 3Y | +76.9% | +4.0% | +72.8% | +64.1% |
| 5Y | +73.5% | -12.2% | +85.7% | +70.5% |
| 10Y | +307.4% | +38.7% | +268.7% | +231.6% |
| All | +307.4% | +39.6% | +267.8% | +231.6% |
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