+39.6%
CTSH vs SW
+185.4%
-145.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.3% |
| 7D | +6.4% | +4.7% | +1.8% | +6.0% |
| 30D | +16.3% | +5.0% | +11.3% | +15.7% |
| 3M | +20.0% | -7.3% | +27.3% | +20.8% |
| 6M | +29.9% | +15.0% | +15.0% | +27.8% |
| YTD | -18.4% | +18.5% | -36.9% | -20.2% |
| 1Y | -8.9% | +27.1% | -36.0% | -11.5% |
| 3Y | +6.0% | +49.3% | -43.3% | +0.7% |
| 5Y | -9.3% | -1.6% | -7.6% | -12.8% |
| All | +39.6% | +185.4% | -145.8% | +26.7% |
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