-16.8%
CTSH vs GWRE
+14.4%
-31.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.7% |
| 7D | -9.8% | -30.9% | +21.2% | +0.1% |
| 30D | +0.1% | -20.7% | +20.8% | +6.4% |
| 3M | +13.2% | +20.2% | -6.9% | +6.3% |
| 6M | -6.2% | -11.9% | +5.7% | -5.1% |
| YTD | -28.5% | -30.3% | +1.8% | -23.6% |
| 1Y | -13.8% | -44.6% | +30.9% | -2.6% |
| 3Y | -13.7% | +48.8% | -62.5% | -31.2% |
| All | -16.8% | +14.4% | -31.2% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling