-7.6%
CTSH vs HWM
+5.4%
-13.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.3% | +7.3% | +2.0% |
| 7D | -0.9% | +9.4% | -10.3% | +1.5% |
| 30D | +13.1% | -7.0% | +20.1% | +12.0% |
| 3M | +17.9% | -25.9% | +43.7% | +10.8% |
| 6M | +28.5% | -10.8% | +39.3% | +26.3% |
| YTD | -19.3% | +4.3% | -23.6% | -17.9% |
| 1Y | -7.6% | +4.4% | -12.0% | -5.8% |
| All | -7.6% | +5.4% | -13.0% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling