-11.3%
CTSH vs HWM
+385.3%
-396.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -10.7% | +6.9% | -2.7% |
| 7D | -5.5% | -9.2% | +3.7% | -4.5% |
| 30D | +4.5% | -17.9% | +22.4% | +6.6% |
| 3M | +13.7% | -6.0% | +19.8% | +13.6% |
| 6M | -8.4% | -7.4% | -1.0% | -8.7% |
| YTD | -26.5% | +13.1% | -39.6% | -30.1% |
| 1Y | -13.9% | +29.3% | -43.2% | -20.9% |
| 3Y | -11.3% | +389.9% | -401.2% | -34.2% |
| All | -11.3% | +385.3% | -396.7% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling