+199.6%
ARM vs CTSH
-5.8%
+205.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.6% |
| 7D | +9.1% | -2.1% | +11.2% | +9.3% |
| 30D | -19.9% | +1.4% | -21.3% | -20.6% |
| 3M | -31.6% | +7.5% | -39.1% | -33.4% |
| 6M | -13.9% | +39.6% | -53.4% | -23.2% |
| YTD | +74.3% | -22.3% | +96.6% | +112.2% |
| 1Y | +35.8% | -12.0% | +47.7% | +49.8% |
| 3Y | +268.6% | +1.8% | +266.8% | +267.6% |
| All | +199.6% | -5.8% | +205.4% | +232.5% |
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