+37.8%
CTSH vs BWA
+101.5%
-63.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.4% | -7.1% | -3.1% |
| 7D | -2.3% | -0.6% | -1.7% | -2.3% |
| 30D | +7.4% | -16.1% | +23.5% | +12.2% |
| 3M | +10.9% | -24.6% | +35.5% | +18.7% |
| 6M | +24.7% | -15.7% | +40.3% | +27.3% |
| YTD | -22.0% | +15.1% | -37.1% | -29.9% |
| 1Y | -11.2% | +15.9% | -27.0% | -20.4% |
| 3Y | +3.9% | +67.1% | -63.2% | -20.3% |
| 5Y | -13.9% | +34.7% | -48.7% | -31.0% |
| 10Y | +37.8% | +99.5% | -61.7% | -14.6% |
| All | +37.8% | +101.5% | -63.7% | -14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling