+423.7%
CTSH vs ACWI
+330.1%
+93.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.0% | +5.3% |
| 7D | +6.4% | -4.0% | +10.4% | +10.9% |
| 30D | +16.3% | -5.8% | +22.1% | +23.4% |
| 3M | +20.0% | -5.0% | +25.0% | +26.0% |
| 6M | +29.9% | +0.7% | +29.2% | +26.4% |
| YTD | -18.4% | +8.4% | -26.8% | -27.4% |
| 1Y | -8.9% | +10.1% | -19.0% | -20.3% |
| 3Y | +6.0% | +70.8% | -64.8% | -43.6% |
| 5Y | -9.3% | +55.4% | -64.7% | -46.2% |
| 10Y | +46.7% | +223.3% | -176.6% | -61.4% |
| All | +423.7% | +330.1% | +93.6% | +26.1% |
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