+35,729.8%
CTSH vs GWW
+4,454.5%
+31,275.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.4% |
| 7D | +1.8% | +5.5% | -3.7% | -0.8% |
| 30D | +9.8% | +14.4% | -4.6% | +2.8% |
| 3M | +12.1% | +13.7% | -1.6% | +5.1% |
| 6M | +27.4% | +20.1% | +7.3% | +15.3% |
| YTD | -20.3% | +47.1% | -67.4% | -35.3% |
| 1Y | -8.8% | +56.2% | -65.0% | -28.1% |
| 3Y | +4.0% | +90.5% | -86.5% | -26.8% |
| 5Y | -12.2% | +221.2% | -233.4% | -53.5% |
| 10Y | +38.7% | +648.4% | -609.7% | -56.1% |
| All | +35,729.8% | +4,454.5% | +31,275.3% | +3,787.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling