+149.7%
IWM vs CTSH
+38.7%
+110.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.6% |
| 7D | +0.3% | +1.8% | -1.6% | -0.6% |
| 30D | +0.6% | +9.8% | -9.2% | -4.1% |
| 3M | -6.2% | +12.1% | -18.3% | -12.1% |
| 6M | -0.8% | +27.4% | -28.2% | -14.4% |
| YTD | +14.8% | -20.3% | +35.0% | +23.4% |
| 1Y | +16.1% | -8.8% | +24.9% | +16.3% |
| 3Y | +71.5% | +4.0% | +67.5% | +58.2% |
| 5Y | +25.8% | -12.2% | +37.9% | +24.1% |
| All | +149.7% | +38.7% | +110.9% | +102.2% |
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 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