+22.6%
CTSH vs PWR
+2,334.2%
-2,311.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.8% |
| 7D | -2.7% | +3.6% | -6.3% | -3.5% |
| 30D | +12.4% | -8.6% | +20.9% | +14.4% |
| 3M | +17.4% | -13.2% | +30.5% | +19.7% |
| 6M | -3.1% | +9.9% | -13.0% | -9.7% |
| YTD | -23.6% | +48.0% | -71.6% | -35.9% |
| 1Y | -10.8% | +66.2% | -77.0% | -28.6% |
| 3Y | -8.3% | +195.1% | -203.4% | -43.3% |
| 5Y | -11.3% | +442.6% | -453.9% | -59.0% |
| All | +22.6% | +2,334.2% | -2,311.7% | -71.5% |
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