-14.8%
CTSH vs DOW
-37.1%
+22.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.4% | -4.3% | -4.0% |
| 7D | -5.5% | -2.9% | -2.6% | -4.7% |
| 30D | +4.5% | +2.0% | +2.6% | +3.7% |
| 3M | +13.7% | -12.5% | +26.3% | +17.8% |
| 6M | -8.4% | -9.2% | +0.8% | -8.0% |
| YTD | -26.5% | +30.8% | -57.3% | -35.5% |
| 1Y | -13.9% | +29.4% | -43.3% | -24.9% |
| 3Y | -11.3% | -34.6% | +23.2% | -0.2% |
| 5Y | -14.8% | -35.9% | +21.1% | -3.9% |
| All | -14.8% | -37.1% | +22.3% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling