+409.4%
CTSH vs ACWI
+330.0%
+79.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -0.6% | -2.4% | +1.8% | +1.8% |
| 30D | +13.4% | -5.2% | +18.6% | +19.5% |
| 3M | +14.4% | -4.8% | +19.3% | +19.9% |
| 6M | +27.7% | -1.3% | +29.0% | +27.1% |
| YTD | -20.6% | +8.4% | -29.0% | -29.3% |
| 1Y | -9.1% | +11.0% | -20.2% | -21.3% |
| 3Y | +3.1% | +70.6% | -67.5% | -45.1% |
| 5Y | -11.8% | +55.3% | -67.1% | -47.6% |
| 10Y | +42.7% | +223.2% | -180.5% | -62.4% |
| All | +409.4% | +330.0% | +79.5% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling