+35.7%
CTSH vs GWW
+665.1%
-629.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.1% | -1.5% |
| 7D | -4.2% | +3.7% | -7.9% | -5.5% |
| 30D | +3.9% | +13.6% | -9.6% | -1.0% |
| 3M | +10.2% | +15.4% | -5.2% | +4.2% |
| 6M | +35.3% | +21.8% | +13.5% | +24.4% |
| YTD | -21.8% | +50.0% | -71.8% | -34.3% |
| 1Y | -12.1% | +60.2% | -72.4% | -28.2% |
| 3Y | +2.0% | +94.4% | -92.3% | -23.5% |
| 5Y | -15.3% | +221.8% | -237.1% | -49.1% |
| All | +35.7% | +665.1% | -629.4% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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