+86.3%
CTSH vs GWRE
+749.2%
-662.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.0% | +2.1% | -1.3% |
| 7D | -8.2% | -26.2% | +18.0% | 0.0% |
| 30D | +0.4% | -17.8% | +18.1% | +5.6% |
| 3M | +10.6% | +14.2% | -3.7% | +5.1% |
| 6M | -8.8% | -12.9% | +4.1% | -7.2% |
| YTD | -28.6% | -29.2% | +0.6% | -23.2% |
| 1Y | -15.9% | -44.4% | +28.5% | -3.3% |
| 3Y | -13.9% | +51.1% | -65.0% | -30.1% |
| 5Y | -17.1% | +16.5% | -33.6% | -29.2% |
| 10Y | +21.0% | +131.6% | -110.6% | -17.2% |
| All | +86.3% | +749.2% | -662.9% | +7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling