+38.7%
CTSH vs PWR
+1,818.7%
-1,780.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.5% |
| 7D | +1.8% | -11.2% | +13.1% | +3.7% |
| 30D | +9.8% | -17.4% | +27.2% | +13.1% |
| 3M | +12.1% | -11.7% | +23.9% | +13.0% |
| 6M | +27.4% | -21.7% | +49.1% | +30.2% |
| YTD | -20.3% | +38.3% | -58.5% | -33.4% |
| 1Y | -8.8% | +29.6% | -38.4% | -22.3% |
| 3Y | +4.0% | +236.1% | -232.1% | -40.6% |
| 5Y | -12.2% | +406.3% | -418.5% | -59.7% |
| 10Y | +38.7% | +1,796.7% | -1,758.0% | -65.3% |
| All | +38.7% | +1,818.7% | -1,780.0% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 10y: compounded portfolio wealth divided by compounded PWR 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…
10y analysis · Full analysis span regression · 6 months rolling