-12.1%
CTSH vs BWA
+26.5%
-38.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.7% | -5.4% | -3.2% |
| 7D | -0.6% | -5.5% | +4.9% | +0.3% |
| 30D | +13.4% | -21.7% | +35.1% | +18.1% |
| 3M | +14.4% | -25.6% | +40.1% | +19.9% |
| 6M | +27.7% | -17.4% | +45.1% | +29.1% |
| YTD | -20.6% | +9.2% | -29.8% | -27.8% |
| 1Y | -9.1% | +9.7% | -18.9% | -17.6% |
| 3Y | +3.1% | +54.6% | -51.6% | -19.2% |
| All | -12.1% | +26.5% | -38.5% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling