+22.5%
CTSH vs ARWR
+1,075.6%
-1,053.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.7% |
| 7D | -5.5% | +2.9% | -8.3% | -5.7% |
| 30D | +4.5% | -2.9% | +7.4% | +4.8% |
| 3M | +13.7% | +15.2% | -1.5% | +11.7% |
| 6M | -8.4% | +42.3% | -50.7% | -12.5% |
| YTD | -26.5% | +28.2% | -54.7% | -29.2% |
| 1Y | -13.9% | +213.2% | -227.2% | -25.0% |
| 3Y | -11.3% | +184.6% | -196.0% | -25.6% |
| 5Y | -14.8% | +29.2% | -44.1% | -25.3% |
| 10Y | +22.5% | +1,012.5% | -990.0% | -12.5% |
| All | +22.5% | +1,075.6% | -1,053.0% | -12.5% |
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