-10.8%
CTSH vs ITW
+5.8%
-16.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.5% |
| 7D | -2.7% | -3.6% | +0.9% | -2.1% |
| 30D | +12.4% | -9.1% | +21.5% | +14.3% |
| 3M | +17.4% | +8.2% | +9.2% | +16.6% |
| 6M | -3.1% | -4.8% | +1.7% | -1.7% |
| YTD | -23.6% | +11.0% | -34.6% | -26.5% |
| 1Y | -10.8% | +4.2% | -15.1% | -12.3% |
| All | -10.8% | +5.8% | -16.6% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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