+390.4%
CTSH vs ACWI
+356.8%
+33.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -2.7% | +0.5% | -3.2% | -3.2% |
| 30D | +12.4% | +0.9% | +11.5% | +11.3% |
| 3M | +17.4% | +2.4% | +15.0% | +13.2% |
| 6M | -3.1% | +12.4% | -15.4% | -16.4% |
| YTD | -23.6% | +15.2% | -38.7% | -35.8% |
| 1Y | -10.8% | +22.7% | -33.5% | -30.3% |
| 3Y | -8.3% | +75.8% | -84.1% | -52.4% |
| 5Y | -11.3% | +67.7% | -79.0% | -51.3% |
| 10Y | +22.6% | +229.0% | -206.4% | -68.2% |
| All | +390.4% | +356.8% | +33.6% | +11.4% |
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