+1.3%
CTSH vs DOCS
-21.0%
+22.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.5% |
| 7D | -0.6% | -0.8% | +0.2% | -0.5% |
| 30D | +13.4% | +17.4% | -4.0% | +11.4% |
| 3M | +14.4% | +57.4% | -42.9% | +8.4% |
| 6M | +27.7% | +26.5% | +1.2% | +23.2% |
| YTD | -20.6% | -26.6% | +6.0% | -19.8% |
| 1Y | -9.1% | -48.1% | +38.9% | -5.5% |
| 3Y | +3.1% | +52.6% | -49.5% | -5.5% |
| 5Y | -11.8% | -52.1% | +40.3% | -15.3% |
| All | +1.3% | -21.0% | +22.3% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling