-17.1%
CTSH vs BWA
+89.5%
-106.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.6% |
| 7D | -8.2% | +0.1% | -8.3% | -8.2% |
| 30D | +0.4% | -5.6% | +5.9% | +1.3% |
| 3M | +10.6% | -10.7% | +21.3% | +12.6% |
| 6M | -8.8% | +23.2% | -32.0% | -14.8% |
| YTD | -28.6% | +46.0% | -74.6% | -38.0% |
| 1Y | -15.9% | +51.2% | -67.1% | -28.0% |
| 3Y | -13.9% | +69.6% | -83.4% | -31.0% |
| 5Y | -17.1% | +86.6% | -103.7% | -39.7% |
| All | -17.1% | +89.5% | -106.6% | -39.7% |
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