+23.8%
IWM vs CTSH
-16.1%
+39.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +1.4% | -2.1% | +3.5% | +2.1% |
| 30D | +2.3% | +1.4% | +0.9% | +1.2% |
| 3M | -8.3% | +7.5% | -15.8% | -11.6% |
| 6M | -1.3% | +39.6% | -40.9% | -15.8% |
| YTD | +13.5% | -22.3% | +35.8% | +26.3% |
| 1Y | +18.4% | -12.0% | +30.4% | +23.1% |
| 3Y | +69.6% | +1.8% | +67.8% | +61.0% |
| All | +23.8% | -16.1% | +39.9% | +26.0% |
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