+35,040.8%
CTSH vs ITW
+1,427.0%
+33,613.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.6% |
| 7D | -4.2% | +0.5% | -4.7% | -4.5% |
| 30D | +3.9% | +7.7% | -3.7% | -1.0% |
| 3M | +10.2% | -1.3% | +11.5% | +10.8% |
| 6M | +35.3% | +15.5% | +19.8% | +22.6% |
| YTD | -21.8% | +18.6% | -40.4% | -31.2% |
| 1Y | -12.1% | +19.8% | -32.0% | -23.2% |
| 3Y | +2.0% | +32.5% | -30.5% | -17.2% |
| 5Y | -15.3% | +35.3% | -50.6% | -32.9% |
| 10Y | +35.7% | +193.2% | -157.5% | -37.2% |
| All | +35,040.8% | +1,427.0% | +33,613.7% | +4,721.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling