-2.5%
CTSH vs DOCS
-36.0%
+33.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.5% |
| 3M | +17.4% | +27.3% | -9.9% | +13.9% |
| 6M | -3.1% | -0.3% | -2.7% | -4.1% |
| YTD | -23.6% | -40.5% | +16.9% | -20.9% |
| 1Y | -10.8% | -61.5% | +50.7% | -4.3% |
| 3Y | -8.3% | +8.2% | -16.5% | -12.9% |
| 5Y | -11.3% | -73.4% | +62.1% | -12.0% |
| All | -2.5% | -36.0% | +33.5% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling