+151.9%
IWM vs CTSH
+37.5%
+114.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.3% |
| 7D | -0.3% | -2.1% | +1.7% | +0.4% |
| 30D | +1.9% | +8.0% | -6.1% | -2.2% |
| 3M | -5.7% | +10.6% | -16.3% | -11.1% |
| 6M | -0.3% | +32.5% | -32.8% | -15.6% |
| YTD | +15.8% | -21.0% | +36.8% | +25.0% |
| 1Y | +17.1% | -9.9% | +27.0% | +17.8% |
| 3Y | +73.1% | +3.1% | +69.9% | +60.2% |
| 5Y | +25.9% | -13.4% | +39.3% | +25.0% |
| 10Y | +151.9% | +37.1% | +114.8% | +104.8% |
| All | +151.9% | +37.5% | +114.4% | +104.8% |
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 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