-12.7%
CTSH vs DOCN
-28.4%
+15.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +2.1% |
| 7D | +1.8% | -12.1% | +14.0% | +2.8% |
| 30D | +9.8% | -41.0% | +50.8% | +14.5% |
| 3M | +12.1% | -38.7% | +50.8% | +15.7% |
| 6M | +27.4% | -51.5% | +78.9% | +33.6% |
| YTD | -20.3% | +65.3% | -85.5% | -31.8% |
| 1Y | -8.8% | +53.9% | -62.7% | -21.3% |
| 3Y | +4.0% | +215.6% | -211.5% | -23.7% |
| All | -12.7% | -28.4% | +15.8% | -28.4% |
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