-8.9%
CTSH vs DOCS
-49.5%
+40.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.5% | +2.1% |
| 7D | +6.4% | -1.3% | +7.8% | +6.6% |
| 30D | +16.3% | +19.4% | -3.1% | +11.8% |
| 3M | +20.0% | +53.4% | -33.4% | +8.9% |
| 6M | +29.9% | +28.8% | +1.2% | +20.9% |
| YTD | -18.4% | -25.1% | +6.7% | -19.3% |
| 1Y | -8.9% | -48.1% | +39.3% | -3.3% |
| All | -8.9% | -49.5% | +40.6% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling