-15.5%
CTSH vs KWEB
-35.4%
+19.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | -9.8% | -4.3% | -5.5% | -9.1% |
| 30D | +0.1% | -13.0% | +13.1% | +2.5% |
| 3M | +13.2% | -7.6% | +20.8% | +14.5% |
| 6M | -6.2% | -21.1% | +14.9% | -3.1% |
| YTD | -28.5% | -28.2% | -0.2% | -23.8% |
| All | -15.5% | -35.4% | +19.9% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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