-11.3%
CTSH vs GWW
+91.5%
-102.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.2% | -3.1% |
| 7D | -5.5% | -1.5% | -3.9% | -5.1% |
| 30D | +4.5% | +1.1% | +3.4% | +4.1% |
| 3M | +13.7% | -1.0% | +14.7% | +13.3% |
| 6M | -8.4% | +16.3% | -24.7% | -14.2% |
| YTD | -26.5% | +28.5% | -55.0% | -34.2% |
| 1Y | -13.9% | +30.3% | -44.2% | -23.5% |
| 3Y | -11.3% | +91.6% | -102.9% | -26.9% |
| All | -11.3% | +91.5% | -102.8% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling