-9.9%
CTSH vs SW
-0.1%
-9.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.1% | -1.0% | +2.7% |
| 7D | -0.9% | +12.1% | -12.9% | -2.0% |
| 30D | +13.1% | +6.6% | +6.5% | +12.3% |
| 3M | +17.9% | -6.0% | +23.9% | +18.5% |
| 6M | +28.5% | +21.5% | +7.0% | +25.6% |
| YTD | -19.3% | +20.3% | -39.6% | -21.3% |
| 1Y | -7.6% | +28.1% | -35.8% | -10.5% |
| 3Y | +4.8% | +51.6% | -46.8% | -0.2% |
| 5Y | -9.9% | -0.1% | -9.8% | -16.2% |
| All | -9.9% | -0.1% | -9.8% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling