-8.8%
CTSH vs HWM
+5.1%
-13.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.5% |
| 7D | +1.8% | -1.8% | +3.6% | +1.6% |
| 30D | +9.8% | -2.7% | +12.5% | +10.0% |
| 3M | +12.1% | -22.7% | +34.9% | +6.6% |
| 6M | +27.4% | -18.9% | +46.3% | +22.7% |
| YTD | -20.3% | +7.1% | -27.3% | -18.0% |
| 1Y | -8.8% | +4.7% | -13.5% | -6.0% |
| All | -8.8% | +5.1% | -13.9% | -6.0% |
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