-12.0%
CTSH vs ARWR
+17.3%
-29.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -2.0% | -0.6% |
| 7D | -2.1% | -17.8% | +15.7% | -2.2% |
| 30D | +1.4% | -18.1% | +19.5% | +1.3% |
| 3M | +7.5% | -44.2% | +51.6% | +7.2% |
| 6M | +39.6% | -38.6% | +78.2% | +39.3% |
| YTD | -22.3% | -28.0% | +5.7% | -23.7% |
| 1Y | -12.0% | +16.1% | -28.1% | -14.5% |
| All | -12.0% | +17.3% | -29.3% | -14.5% |
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 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