+22.0%
CTSH vs SW
+147.8%
-125.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -3.7% |
| 7D | -2.7% | -5.1% | +2.4% | -2.2% |
| 30D | +12.4% | -4.6% | +16.9% | +12.8% |
| 3M | +17.4% | +9.4% | +8.0% | +16.1% |
| 6M | -3.1% | +3.5% | -6.6% | -3.8% |
| YTD | -23.6% | +22.0% | -45.6% | -25.4% |
| 1Y | -10.8% | +2.2% | -13.0% | -11.8% |
| 3Y | -8.3% | +19.6% | -27.9% | -11.4% |
| 5Y | -11.3% | -2.3% | -9.0% | -14.7% |
| All | +22.0% | +147.8% | -125.8% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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