-7.3%
CTSH vs DOC
+20.8%
-28.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.8% | -3.2% |
| 7D | -2.7% | -1.5% | -1.2% | -2.4% |
| 30D | +12.4% | -4.8% | +17.1% | +13.5% |
| 3M | +17.4% | +6.9% | +10.5% | +15.5% |
| 6M | -3.1% | +20.7% | -23.8% | -7.6% |
| YTD | -23.6% | +34.1% | -57.7% | -29.4% |
| 1Y | -10.8% | +22.6% | -33.5% | -15.7% |
| All | -7.3% | +20.8% | -28.1% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling