-10.8%
CTSH vs GWRE
-25.4%
+14.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -19.9% | +16.3% | +2.6% |
| 7D | -2.7% | -21.1% | +18.4% | +4.0% |
| 30D | +12.4% | +1.3% | +11.1% | +10.5% |
| 3M | +17.4% | +7.4% | +9.9% | +12.3% |
| 6M | -3.1% | +5.6% | -8.7% | -8.0% |
| YTD | -23.6% | -19.2% | -4.4% | -28.5% |
| 1Y | -10.8% | -25.1% | +14.3% | -17.6% |
| All | -10.8% | -25.4% | +14.6% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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