-10.8%
CTSH vs W
+8.7%
-19.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.6% | -6.3% | -2.2% |
| 7D | -2.3% | +3.3% | -5.6% | -2.7% |
| 30D | +7.4% | +10.5% | -3.1% | +6.1% |
| 3M | +10.9% | +9.6% | +1.3% | +9.4% |
| 6M | +24.7% | +76.4% | -51.7% | +14.3% |
| YTD | -22.0% | +16.4% | -38.4% | -25.2% |
| All | -10.8% | +8.7% | -19.4% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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