+87.3%
CTSH vs KWEB
+24.8%
+62.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.6% | -1.2% | -3.2% |
| 7D | -5.5% | -1.3% | -4.2% | -5.2% |
| 30D | +4.5% | -11.5% | +16.0% | +7.5% |
| 3M | +13.7% | -2.9% | +16.7% | +14.5% |
| 6M | -8.4% | -14.6% | +6.2% | -5.4% |
| YTD | -26.5% | -25.5% | -1.0% | -21.7% |
| 1Y | -13.9% | -31.1% | +17.2% | -6.7% |
| 3Y | -11.3% | +3.0% | -14.3% | -15.1% |
| 5Y | -14.8% | -42.6% | +27.8% | -9.1% |
| 10Y | +22.5% | -21.1% | +43.7% | +4.6% |
| All | +87.3% | +24.8% | +62.5% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling