+68.2%
IVV vs CTSH
-11.9%
+80.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.1% | +1.0% |
| 7D | -2.7% | -0.6% | -2.1% | -2.6% |
| 30D | -5.4% | +13.4% | -18.8% | -9.0% |
| 3M | -4.1% | +14.4% | -18.5% | -8.5% |
| 6M | +0.7% | +27.7% | -27.0% | -8.1% |
| YTD | +8.7% | -20.6% | +29.3% | +18.1% |
| 1Y | +11.0% | -9.1% | +20.1% | +13.6% |
| 3Y | +75.4% | +3.1% | +72.3% | +66.8% |
| All | +68.2% | -11.9% | +80.0% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling