-17.1%
CTSH vs DUK
+38.9%
-56.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.7% |
| 7D | -8.2% | -0.1% | -8.1% | -8.2% |
| 30D | +0.4% | +0.2% | +0.2% | +0.3% |
| 3M | +10.6% | -1.9% | +12.5% | +11.1% |
| 6M | -8.8% | -6.5% | -2.3% | -7.5% |
| YTD | -28.6% | +5.4% | -34.0% | -29.8% |
| 1Y | -15.9% | +3.6% | -19.5% | -17.1% |
| 3Y | -13.9% | +48.1% | -62.0% | -25.7% |
| 5Y | -17.1% | +39.6% | -56.7% | -27.0% |
| All | -17.1% | +38.9% | -56.0% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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