-10.9%
CTSH vs DOCS
-73.4%
+62.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.8% | -3.3% |
| 7D | -2.7% | -1.4% | -1.3% | -2.5% |
| 30D | +12.4% | +21.8% | -9.5% | +9.2% |
| 3M | +17.4% | +27.3% | -9.9% | +13.6% |
| 6M | -3.1% | -0.3% | -2.7% | -4.2% |
| YTD | -23.6% | -40.5% | +16.9% | -20.7% |
| 1Y | -10.8% | -61.5% | +50.7% | -3.7% |
| 3Y | -8.3% | +8.2% | -16.5% | -13.6% |
| All | -10.9% | -73.4% | +62.5% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling