+39.6%
CTSH vs DOC
+14.9%
+24.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +6.4% | +6.2% | +0.2% | +4.0% |
| 30D | +16.3% | +6.5% | +9.8% | +13.5% |
| 3M | +20.0% | -6.2% | +26.2% | +22.7% |
| 6M | +29.9% | +25.6% | +4.4% | +17.3% |
| YTD | -18.4% | +32.1% | -50.5% | -28.1% |
| 1Y | -8.9% | +20.3% | -29.2% | -16.7% |
| 3Y | +6.0% | +42.7% | -36.7% | -11.6% |
| 5Y | -9.3% | -22.2% | +12.9% | -3.1% |
| All | +39.6% | +14.9% | +24.7% | +28.5% |
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