-7.6%
CTSH vs ROK
+25.3%
-32.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.6% | +3.0% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | +13.1% | -2.5% | +15.6% | +13.1% |
| 3M | +17.9% | 0.0% | +17.9% | +18.1% |
| 6M | +28.5% | +11.6% | +16.9% | +23.0% |
| YTD | -19.3% | +15.2% | -34.5% | -23.0% |
| 1Y | -7.6% | +25.0% | -32.6% | -13.6% |
| All | -7.6% | +25.3% | -32.9% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling