-15.9%
CTSH vs BWA
+48.6%
-64.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -3.2% |
| 7D | -8.2% | +0.1% | -8.3% | -8.2% |
| 30D | +0.4% | -5.6% | +5.9% | -0.7% |
| 3M | +10.6% | -10.7% | +21.3% | +9.5% |
| 6M | -8.8% | +23.2% | -32.0% | -6.2% |
| YTD | -28.6% | +46.0% | -74.6% | -29.9% |
| 1Y | -15.9% | +51.2% | -67.1% | -19.2% |
| All | -15.9% | +48.6% | -64.6% | -19.2% |
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