+168.1%
IWM vs CTSH
+23.5%
+144.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +1.8% |
| 7D | +0.1% | -2.7% | +2.8% | +1.2% |
| 30D | -1.3% | +12.4% | -13.6% | -6.3% |
| 3M | +1.6% | +17.4% | -15.8% | -6.9% |
| 6M | +13.6% | -3.1% | +16.6% | +12.7% |
| YTD | +20.8% | -23.6% | +44.3% | +33.4% |
| 1Y | +26.4% | -10.8% | +37.2% | +28.6% |
| 3Y | +60.7% | -8.3% | +69.0% | +59.8% |
| 5Y | +38.2% | -11.3% | +49.5% | +37.1% |
| All | +168.1% | +23.5% | +144.6% | +126.7% |
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