-13.9%
CTSH vs DOW
-30.5%
+16.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.3% |
| 7D | -2.3% | -9.4% | +7.1% | +0.5% |
| 30D | +7.4% | +8.9% | -1.5% | +4.7% |
| 3M | +10.9% | +6.7% | +4.2% | +8.5% |
| 6M | +24.7% | -14.2% | +38.9% | +29.2% |
| YTD | -22.0% | +36.9% | -58.9% | -32.6% |
| 1Y | -11.2% | +45.8% | -56.9% | -25.2% |
| 3Y | +3.9% | -23.9% | +27.8% | +9.5% |
| 5Y | -13.9% | -30.8% | +16.8% | -4.1% |
| All | -13.9% | -30.5% | +16.5% | -4.1% |
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