-16.7%
CTSH vs ITW
+35.1%
-51.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.1% |
| 7D | -9.8% | -2.4% | -7.4% | -8.5% |
| 30D | +0.1% | -9.5% | +9.6% | +5.9% |
| 3M | +13.2% | +6.6% | +6.6% | +8.7% |
| 6M | -6.2% | -1.8% | -4.4% | -5.9% |
| YTD | -28.5% | +9.0% | -37.5% | -33.4% |
| 1Y | -13.8% | +3.6% | -17.3% | -17.1% |
| 3Y | -13.7% | +19.4% | -33.1% | -25.6% |
| 5Y | -16.7% | +36.4% | -53.1% | -37.2% |
| All | -16.7% | +35.1% | -51.8% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling