+322.8%
CTSH vs SW
+743.1%
-420.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.1% | -1.0% | +2.8% |
| 7D | -0.9% | +12.1% | -12.9% | -1.5% |
| 30D | +13.1% | +6.6% | +6.5% | +12.6% |
| 3M | +17.9% | -6.0% | +23.9% | +18.2% |
| 6M | +28.5% | +21.5% | +7.0% | +26.8% |
| YTD | -19.3% | +20.3% | -39.6% | -20.5% |
| 1Y | -7.6% | +28.1% | -35.8% | -9.3% |
| 3Y | +4.8% | +51.6% | -46.8% | +1.6% |
| 5Y | -9.9% | -0.1% | -9.8% | -12.1% |
| 10Y | +45.0% | +189.7% | -144.7% | +34.7% |
| All | +322.8% | +743.1% | -420.2% | +280.9% |
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