-5.2%
CTSH vs DOCN
+70.4%
-75.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -15.9% | +17.0% | +2.5% |
| 7D | +6.4% | -29.3% | +35.7% | +9.3% |
| 30D | +16.3% | -46.0% | +62.3% | +21.8% |
| 3M | +20.0% | -43.2% | +63.2% | +24.3% |
| 6M | +29.9% | -53.7% | +83.7% | +35.9% |
| YTD | -18.4% | +46.9% | -65.3% | -28.5% |
| 1Y | -8.9% | +54.3% | -63.2% | -20.9% |
| 3Y | +6.0% | +185.5% | -179.5% | -19.3% |
| 5Y | -9.3% | -31.1% | +21.8% | -25.6% |
| All | -5.2% | +70.4% | -75.5% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling