+34.8%
CTSH vs GWW
+658.3%
-623.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.3% |
| 7D | -2.1% | +3.6% | -5.7% | -3.4% |
| 30D | +1.4% | +12.1% | -10.7% | -3.0% |
| 3M | +7.5% | +12.9% | -5.4% | +2.5% |
| 6M | +39.6% | +19.3% | +20.3% | +29.3% |
| YTD | -22.3% | +48.7% | -71.0% | -34.5% |
| 1Y | -12.0% | +60.5% | -72.5% | -28.1% |
| 3Y | +1.8% | +93.3% | -91.5% | -23.5% |
| 5Y | -15.8% | +219.0% | -234.8% | -49.3% |
| All | +34.8% | +658.3% | -623.5% | -33.5% |
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