-13.9%
CTSH vs ARWR
+200.0%
-213.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.8% |
| 7D | -5.5% | +2.9% | -8.3% | -5.5% |
| 30D | +4.5% | -2.9% | +7.4% | +4.5% |
| 3M | +13.7% | +15.2% | -1.5% | +13.3% |
| 6M | -8.4% | +42.3% | -50.7% | -11.0% |
| YTD | -26.5% | +28.2% | -54.7% | -28.0% |
| 1Y | -13.9% | +213.2% | -227.2% | -28.2% |
| All | -13.9% | +200.0% | -213.9% | -28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling