+20.0%
IWM vs CTSH
-11.9%
+31.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.9% |
| 7D | -2.0% | -0.6% | -1.4% | -1.9% |
| 30D | -1.5% | +13.4% | -14.9% | -6.1% |
| 3M | -8.0% | +14.4% | -22.4% | -13.2% |
| 6M | -4.1% | +27.7% | -31.8% | -14.6% |
| YTD | +11.9% | -20.6% | +32.5% | +23.7% |
| 1Y | +15.0% | -9.1% | +24.2% | +18.2% |
| 3Y | +64.2% | +3.1% | +61.1% | +55.6% |
| All | +20.0% | -11.9% | +31.9% | +19.0% |
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