+363.7%
CTSH vs AWK
+969.7%
-605.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | -2.7% | +1.7% | -4.4% | -3.5% |
| 30D | +12.4% | +5.6% | +6.8% | +9.6% |
| 3M | +17.4% | +15.9% | +1.5% | +9.7% |
| 6M | -3.1% | +4.6% | -7.6% | -5.5% |
| YTD | -23.6% | +10.1% | -33.6% | -27.5% |
| 1Y | -10.8% | +2.1% | -12.9% | -12.8% |
| 3Y | -8.3% | +9.8% | -18.1% | -16.1% |
| 5Y | -11.3% | -15.4% | +4.0% | -8.6% |
| 10Y | +22.6% | +129.4% | -106.8% | -27.8% |
| All | +363.7% | +969.7% | -605.9% | -0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling