-13.7%
CTSH vs GWRE
+49.2%
-62.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.6% |
| 7D | -9.8% | -30.9% | +21.2% | -0.8% |
| 30D | +0.1% | -20.7% | +20.8% | +5.8% |
| 3M | +13.2% | +20.2% | -6.9% | +7.4% |
| 6M | -6.2% | -11.9% | +5.7% | -5.5% |
| YTD | -28.5% | -30.3% | +1.8% | -25.8% |
| 1Y | -13.8% | -44.6% | +30.9% | -7.3% |
| All | -13.7% | +49.2% | -62.9% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling