-8.4%
CTSH vs DOW
-15.2%
+6.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | -9.8% | -2.4% | -7.4% | -9.0% |
| 30D | +0.1% | -4.1% | +4.2% | +1.4% |
| 3M | +13.2% | -12.4% | +25.7% | +18.5% |
| 6M | -6.2% | -10.6% | +4.4% | -4.7% |
| YTD | -28.5% | +31.1% | -59.5% | -38.4% |
| 1Y | -13.8% | +30.5% | -44.3% | -26.5% |
| 3Y | -13.7% | -34.4% | +20.7% | -4.4% |
| 5Y | -16.7% | -35.5% | +18.8% | -8.3% |
| All | -8.4% | -15.2% | +6.8% | -28.4% |
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