+34,247.0%
CTSH vs BWA
+1,792.4%
+32,454.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.8% | -6.4% | -4.7% |
| 7D | -2.7% | +5.7% | -8.4% | -4.9% |
| 30D | +12.4% | +1.4% | +11.0% | +11.3% |
| 3M | +17.4% | -12.1% | +29.5% | +21.7% |
| 6M | -3.1% | +28.6% | -31.6% | -15.5% |
| YTD | -23.6% | +51.1% | -74.7% | -39.4% |
| 1Y | -10.8% | +55.9% | -66.7% | -30.5% |
| 3Y | -8.3% | +70.1% | -78.4% | -33.6% |
| 5Y | -11.3% | +90.7% | -102.0% | -41.0% |
| 10Y | +22.6% | +154.0% | -131.4% | -35.8% |
| All | +34,247.0% | +1,792.4% | +32,454.6% | +5,652.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling