+45.0%
CTSH vs DOC
+19.9%
+25.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | -0.1% | +1.9% |
| 7D | -0.9% | +8.7% | -9.6% | -4.0% |
| 30D | +13.1% | +7.6% | +5.4% | +9.9% |
| 3M | +17.9% | -5.3% | +23.1% | +20.0% |
| 6M | +28.5% | +27.6% | +0.9% | +15.2% |
| YTD | -19.3% | +32.4% | -51.7% | -29.0% |
| 1Y | -7.6% | +22.9% | -30.5% | -16.3% |
| 3Y | +4.8% | +43.1% | -38.3% | -12.8% |
| 5Y | -9.9% | -21.4% | +11.5% | -4.1% |
| 10Y | +45.0% | +16.8% | +28.2% | +32.5% |
| All | +45.0% | +19.9% | +25.2% | +32.5% |
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