+174.6%
ARM vs CTSH
-3.8%
+178.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.7% | +7.5% | +5.1% |
| 7D | -15.2% | -0.6% | -14.6% | -15.2% |
| 30D | -40.7% | +13.4% | -54.1% | -42.3% |
| 3M | -39.1% | +14.4% | -53.5% | -41.4% |
| 6M | -26.4% | +27.7% | -54.1% | -31.1% |
| YTD | +59.7% | -20.6% | +80.4% | +94.1% |
| 1Y | +10.3% | -9.1% | +19.5% | +20.5% |
| 3Y | +228.9% | +3.1% | +225.8% | +229.2% |
| All | +174.6% | -3.8% | +178.4% | +204.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 10y: compounded portfolio wealth divided by compounded CTSH 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…
10y analysis · Full analysis span regression · 6 months rolling