+38.9%
CTSH vs HWM
+1,494.1%
-1,455.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.5% |
| 7D | -2.7% | -2.1% | -0.6% | -2.3% |
| 30D | +12.4% | -11.0% | +23.4% | +15.5% |
| 3M | +17.4% | +4.0% | +13.3% | +15.1% |
| 6M | -3.1% | -0.2% | -2.9% | -4.5% |
| YTD | -23.6% | +26.7% | -50.2% | -30.2% |
| 1Y | -10.8% | +44.7% | -55.5% | -22.0% |
| 3Y | -8.3% | +426.1% | -434.4% | -47.2% |
| 5Y | -11.3% | +738.5% | -749.8% | -56.2% |
| All | +38.9% | +1,494.1% | -1,455.1% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling