+34,247.0%
CTSH vs ITW
+1,329.2%
+32,917.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.2% |
| 7D | -2.7% | -3.6% | +0.9% | -0.4% |
| 30D | +12.4% | -9.1% | +21.5% | +19.3% |
| 3M | +17.4% | +8.2% | +9.2% | +11.2% |
| 6M | -3.1% | -4.8% | +1.7% | -1.0% |
| YTD | -23.6% | +11.0% | -34.6% | -29.7% |
| 1Y | -10.8% | +4.2% | -15.1% | -14.8% |
| 3Y | -8.3% | +17.3% | -25.6% | -19.5% |
| 5Y | -11.3% | +33.0% | -44.3% | -29.0% |
| 10Y | +22.6% | +182.3% | -159.7% | -41.9% |
| All | +34,247.0% | +1,329.2% | +32,917.8% | +4,825.5% |
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