-8.9%
CTSH vs SW
+25.8%
-34.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.3% |
| 7D | +6.4% | +4.7% | +1.8% | +5.9% |
| 30D | +16.3% | +5.0% | +11.3% | +15.6% |
| 3M | +20.0% | -7.3% | +27.3% | +21.0% |
| 6M | +29.9% | +15.0% | +15.0% | +27.1% |
| YTD | -18.4% | +18.5% | -36.9% | -22.7% |
| 1Y | -8.9% | +27.1% | -36.0% | -16.4% |
| All | -8.9% | +25.8% | -34.6% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling