+766.3%
IVV vs CTSH
+2,685.5%
-1,919.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | -0.9% | -2.1% | +1.1% | -0.4% |
| 30D | -2.3% | +8.0% | -10.3% | -4.7% |
| 3M | -1.2% | +10.6% | -11.7% | -4.6% |
| 6M | +3.3% | +32.5% | -29.2% | -6.3% |
| YTD | +12.3% | -21.0% | +33.3% | +16.3% |
| 1Y | +12.5% | -9.9% | +22.4% | +12.3% |
| 3Y | +79.2% | +3.1% | +76.0% | +71.2% |
| 5Y | +75.6% | -13.4% | +89.1% | +74.3% |
| 10Y | +313.4% | +37.1% | +276.2% | +258.1% |
| All | +766.3% | +2,685.5% | -1,919.2% | +266.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling