-7.6%
CTSH vs BWA
+17.4%
-25.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.6% | +2.5% |
| 7D | -0.9% | -9.9% | +9.0% | -3.0% |
| 30D | +13.1% | -16.4% | +29.4% | +9.0% |
| 3M | +17.9% | -19.8% | +37.7% | +12.8% |
| 6M | +28.5% | -10.0% | +38.4% | +25.1% |
| YTD | -19.3% | +12.7% | -32.1% | -25.8% |
| 1Y | -7.6% | +15.7% | -23.3% | -16.1% |
| All | -7.6% | +17.4% | -25.0% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling