-9.3%
CTSH vs DOCN
-34.6%
+25.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -15.9% | +17.0% | +2.5% |
| 7D | +6.4% | -29.3% | +35.7% | +9.4% |
| 30D | +16.3% | -46.0% | +62.3% | +22.1% |
| 3M | +20.0% | -43.2% | +63.2% | +24.5% |
| 6M | +29.9% | -53.7% | +83.7% | +36.2% |
| YTD | -18.4% | +46.9% | -65.3% | -29.4% |
| 1Y | -8.9% | +54.3% | -63.2% | -21.9% |
| 3Y | +6.0% | +185.5% | -179.5% | -21.5% |
| 5Y | -9.3% | -31.1% | +21.8% | -25.9% |
| All | -9.3% | -34.6% | +25.3% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 5y: compounded portfolio wealth divided by compounded DOCN 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…
5y analysis · Full analysis span regression · 6 months rolling