+381.7%
CTSH vs AWK
+1,042.6%
-660.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.1% |
| 7D | -0.6% | +4.1% | -4.7% | -2.4% |
| 30D | +13.4% | +18.0% | -4.6% | +5.1% |
| 3M | +14.4% | +12.2% | +2.2% | +8.5% |
| 6M | +27.7% | +21.2% | +6.5% | +16.7% |
| YTD | -20.6% | +17.6% | -38.2% | -27.0% |
| 1Y | -9.1% | +19.2% | -28.4% | -17.1% |
| 3Y | +3.1% | +26.7% | -23.7% | -11.9% |
| 5Y | -11.8% | -1.3% | -10.4% | -15.6% |
| 10Y | +42.7% | +159.7% | -116.9% | -20.9% |
| All | +381.7% | +1,042.6% | -660.9% | -0.2% |
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