-3.1%
CTSH vs HWM
-0.3%
-2.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.7% |
| 7D | -2.7% | -2.1% | -0.6% | -3.2% |
| 30D | +12.4% | -11.0% | +23.4% | +9.0% |
| 3M | +17.4% | +4.0% | +13.3% | +17.5% |
| 6M | -3.1% | -0.2% | -2.9% | -3.6% |
| All | -3.1% | -0.3% | -2.8% | -3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling