-17.1%
CTSH vs GWW
+221.1%
-238.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.6% |
| 7D | -8.2% | -0.5% | -7.7% | -8.0% |
| 30D | +0.4% | -1.4% | +1.8% | +0.9% |
| 3M | +10.6% | -3.6% | +14.2% | +11.4% |
| 6M | -8.8% | +15.1% | -23.9% | -14.9% |
| YTD | -28.6% | +27.5% | -56.1% | -36.4% |
| 1Y | -15.9% | +29.6% | -45.5% | -25.7% |
| 3Y | -13.9% | +90.1% | -103.9% | -36.0% |
| 5Y | -17.1% | +222.6% | -239.7% | -53.4% |
| All | -17.1% | +221.1% | -238.2% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling