+3.1%
CTSH vs PWR
+221.0%
-217.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.3% | -9.0% | -2.2% |
| 7D | -0.6% | -12.9% | +12.3% | -1.5% |
| 30D | +13.4% | -22.8% | +36.3% | +12.0% |
| 3M | +14.4% | -19.0% | +33.4% | +13.2% |
| 6M | +27.7% | -31.1% | +58.8% | +28.1% |
| YTD | -20.6% | +28.2% | -48.8% | -27.1% |
| 1Y | -9.1% | +22.2% | -31.3% | -15.9% |
| 3Y | +3.1% | +222.1% | -219.0% | -24.1% |
| All | +3.1% | +221.0% | -217.9% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling