-12.1%
CTSH vs ARWR
-28.9%
+16.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -4.0% | -2.9% |
| 7D | -0.6% | -2.9% | +2.3% | -0.3% |
| 30D | +13.4% | -5.4% | +18.8% | +13.9% |
| 3M | +14.4% | -32.2% | +46.7% | +18.9% |
| 6M | +27.7% | -26.5% | +54.2% | +30.6% |
| YTD | -20.6% | -12.4% | -8.2% | -21.0% |
| 1Y | -9.1% | +46.9% | -56.0% | -16.0% |
| 3Y | +3.1% | +116.0% | -112.9% | -15.8% |
| All | -12.1% | -28.9% | +16.9% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling