-9.1%
CTSH vs HWM
+0.1%
-9.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.5% | -5.3% | -2.1% |
| 7D | -0.6% | +3.4% | -4.0% | +0.4% |
| 30D | +13.4% | -7.5% | +20.9% | +12.0% |
| 3M | +14.4% | -28.9% | +43.3% | +6.4% |
| 6M | +27.7% | -19.6% | +47.3% | +22.4% |
| YTD | -20.6% | +0.6% | -21.2% | -19.7% |
| 1Y | -9.1% | +0.3% | -9.5% | -8.0% |
| All | -9.1% | +0.1% | -9.3% | -8.0% |
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