+35.7%
CTSH vs AWK
+153.6%
-117.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.7% |
| 7D | -4.2% | -2.6% | -1.6% | -3.1% |
| 30D | +3.9% | +14.2% | -10.2% | -1.5% |
| 3M | +10.2% | +10.0% | +0.1% | +6.0% |
| 6M | +35.3% | +17.1% | +18.2% | +26.9% |
| YTD | -21.8% | +16.1% | -37.9% | -26.9% |
| 1Y | -12.1% | +17.5% | -29.7% | -18.4% |
| 3Y | +2.0% | +29.3% | -27.3% | -12.4% |
| 5Y | -15.3% | -3.5% | -11.8% | -17.1% |
| All | +35.7% | +153.6% | -117.9% | -6.5% |
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