+37.1%
CTSH vs ARWR
+1,021.8%
-984.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | -2.1% | -19.9% | +17.9% | -0.1% |
| 30D | +8.0% | -18.7% | +26.7% | +9.9% |
| 3M | +10.6% | -44.7% | +55.3% | +16.6% |
| 6M | +32.5% | -36.5% | +69.0% | +37.1% |
| YTD | -21.0% | -25.7% | +4.7% | -20.0% |
| 1Y | -9.9% | +18.9% | -28.8% | -13.6% |
| 3Y | +3.1% | +83.1% | -80.0% | -9.9% |
| 5Y | -13.4% | -34.9% | +21.4% | -19.1% |
| 10Y | +37.1% | +1,080.9% | -1,043.7% | +2.8% |
| All | +37.1% | +1,021.8% | -984.7% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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