+38.7%
CTSH vs ACWI
+220.7%
-182.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.7% |
| 7D | +1.8% | -0.2% | +2.0% | +1.7% |
| 30D | +9.8% | -3.3% | +13.1% | +13.0% |
| 3M | +12.1% | -3.4% | +15.5% | +15.3% |
| 6M | +27.4% | +0.8% | +26.6% | +23.9% |
| YTD | -20.3% | +10.7% | -31.0% | -30.4% |
| 1Y | -8.8% | +11.6% | -20.4% | -21.1% |
| 3Y | +4.0% | +73.4% | -69.3% | -45.3% |
| 5Y | -12.2% | +60.2% | -72.4% | -49.2% |
| 10Y | +38.7% | +221.6% | -182.9% | -63.7% |
| All | +38.7% | +220.7% | -182.0% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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