-13.9%
CTSH vs KWEB
-1.6%
-12.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.4% |
| 7D | -8.2% | -3.6% | -4.6% | -7.6% |
| 30D | +0.4% | -14.9% | +15.3% | +3.4% |
| 3M | +10.6% | -5.4% | +16.0% | +11.7% |
| 6M | -8.8% | -18.9% | +10.1% | -5.6% |
| YTD | -28.6% | -27.2% | -1.4% | -24.6% |
| 1Y | -15.9% | -34.2% | +18.3% | -9.5% |
| All | -13.9% | -1.6% | -12.3% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling