+47.8%
CTSH vs ARES
+1,204.3%
-1,156.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.9% | -3.1% |
| 7D | -2.3% | +5.0% | -7.3% | -3.9% |
| 30D | +7.4% | +19.1% | -11.6% | +1.3% |
| 3M | +10.9% | +3.1% | +7.9% | +9.5% |
| 6M | +24.7% | +12.9% | +11.8% | +18.8% |
| YTD | -22.0% | -10.7% | -11.3% | -20.7% |
| 1Y | -11.2% | -5.5% | -5.6% | -11.5% |
| 3Y | +3.9% | +45.0% | -41.1% | -13.6% |
| 5Y | -13.9% | +87.4% | -101.3% | -36.6% |
| 10Y | +37.8% | +1,267.4% | -1,229.6% | -42.7% |
| All | +47.8% | +1,204.3% | -1,156.5% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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