-11.2%
CTSH vs DOCN
+171.0%
-182.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.8% | -6.4% | -3.9% |
| 7D | -2.7% | +1.1% | -3.8% | -2.8% |
| 30D | +12.4% | -9.6% | +22.0% | +13.1% |
| 3M | +17.4% | -37.7% | +55.1% | +22.2% |
| 6M | -3.1% | +115.2% | -118.3% | -16.1% |
| YTD | -23.6% | +133.7% | -157.3% | -35.0% |
| 1Y | -10.8% | +250.2% | -261.0% | -28.9% |
| 3Y | -8.3% | +320.3% | -328.6% | -31.6% |
| 5Y | -11.3% | +53.1% | -64.4% | -30.3% |
| All | -11.2% | +171.0% | -182.2% | -31.8% |
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