-15.3%
CTSH vs PWR
+423.6%
-438.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -4.2% | +19.1% | -23.3% | -4.7% |
| 30D | +3.9% | -12.0% | +16.0% | +4.6% |
| 3M | +10.2% | -10.6% | +20.8% | +10.5% |
| 6M | +35.3% | -20.8% | +56.1% | +37.5% |
| YTD | -21.8% | +43.7% | -65.5% | -29.8% |
| 1Y | -12.1% | +35.0% | -47.1% | -20.2% |
| 3Y | +2.0% | +249.4% | -247.4% | -29.1% |
| 5Y | -15.3% | +422.1% | -437.4% | -49.7% |
| All | -15.3% | +423.6% | -438.9% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling