+22.2%
CTSH vs GWRE
+131.0%
-108.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.7% |
| 7D | -3.7% | -13.2% | +9.5% | +1.0% |
| 30D | +3.7% | -18.6% | +22.3% | +10.0% |
| 3M | +17.9% | +18.9% | -1.0% | +9.8% |
| 6M | -2.6% | -11.0% | +8.3% | -1.6% |
| YTD | -26.4% | -29.9% | +3.5% | -20.1% |
| 1Y | -13.0% | -44.3% | +31.3% | +1.4% |
| 3Y | -11.2% | +51.7% | -62.9% | -31.6% |
| 5Y | -14.3% | +15.4% | -29.7% | -28.9% |
| All | +22.2% | +131.0% | -108.8% | -23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling