+300.5%
CTSH vs SW
+755.0%
-454.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -3.7% |
| 7D | -2.7% | -5.1% | +2.4% | -2.4% |
| 30D | +12.4% | -4.6% | +16.9% | +12.6% |
| 3M | +17.4% | +9.4% | +8.0% | +16.6% |
| 6M | -3.1% | +3.5% | -6.6% | -3.5% |
| YTD | -23.6% | +22.0% | -45.6% | -24.7% |
| 1Y | -10.8% | +2.2% | -13.0% | -11.4% |
| 3Y | -8.3% | +19.6% | -27.9% | -10.2% |
| 5Y | -11.3% | -2.3% | -9.0% | -13.4% |
| 10Y | +22.6% | +181.4% | -158.7% | +13.8% |
| All | +300.5% | +755.0% | -454.5% | +260.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling