-0.6%
CTSH vs DOW
-5.5%
+5.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.1% | +5.2% | -7.4% | -4.0% |
| 30D | +1.4% | +13.2% | -11.8% | -3.3% |
| 3M | +7.5% | +10.1% | -2.6% | +3.3% |
| 6M | +39.6% | -13.1% | +52.6% | +45.7% |
| YTD | -22.3% | +46.1% | -68.4% | -35.8% |
| 1Y | -12.0% | +50.0% | -62.0% | -28.3% |
| 3Y | +1.8% | -20.2% | +22.0% | +4.0% |
| 5Y | -15.8% | -27.7% | +11.8% | -11.2% |
| All | -0.6% | -5.5% | +5.0% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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