+21.0%
CTSH vs AWK
+128.1%
-107.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.8% | -2.9% |
| 7D | -8.2% | +0.6% | -8.8% | -8.4% |
| 30D | +0.4% | +4.3% | -3.9% | -1.3% |
| 3M | +10.6% | +12.5% | -2.0% | +5.6% |
| 6M | -8.8% | +3.3% | -12.1% | -10.3% |
| YTD | -28.6% | +9.8% | -38.4% | -31.7% |
| 1Y | -15.9% | +2.9% | -18.8% | -17.7% |
| 3Y | -13.9% | +9.6% | -23.5% | -20.2% |
| 5Y | -17.1% | -16.7% | -0.4% | -13.3% |
| 10Y | +21.0% | +136.1% | -115.1% | -14.5% |
| All | +21.0% | +128.1% | -107.1% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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