+37.1%
CTSH vs ARMK
+130.7%
-93.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -2.1% | +2.8% | -4.8% | -3.0% |
| 30D | +8.0% | -1.8% | +9.7% | +7.9% |
| 3M | +10.6% | -10.9% | +21.5% | +13.6% |
| 6M | +32.5% | +21.2% | +11.3% | +23.7% |
| YTD | -21.0% | +47.0% | -68.0% | -30.5% |
| 1Y | -9.9% | +42.9% | -52.8% | -20.1% |
| 3Y | +3.1% | +95.0% | -91.9% | -17.4% |
| 5Y | -13.4% | +106.2% | -119.6% | -32.6% |
| 10Y | +37.1% | +131.6% | -94.5% | +6.6% |
| All | +37.1% | +130.7% | -93.6% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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