+22.0%
CTSH vs DOC
-2.1%
+24.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.8% | -2.9% |
| 7D | -2.7% | -1.5% | -1.2% | -2.1% |
| 30D | +12.4% | -4.8% | +17.1% | +14.4% |
| 3M | +17.4% | +6.9% | +10.5% | +14.1% |
| 6M | -3.1% | +20.7% | -23.8% | -11.2% |
| YTD | -23.6% | +34.1% | -57.7% | -33.0% |
| 1Y | -10.8% | +22.6% | -33.5% | -19.2% |
| 3Y | -8.3% | +20.8% | -29.1% | -18.0% |
| 5Y | -11.3% | -24.9% | +13.5% | -3.7% |
| All | +22.0% | -2.1% | +24.1% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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