+22.2%
CTSH vs ROK
+357.9%
-335.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.3% |
| 7D | -3.7% | -1.2% | -2.5% | -3.2% |
| 30D | +3.7% | -4.8% | +8.5% | +5.6% |
| 3M | +17.9% | -6.1% | +24.0% | +19.3% |
| 6M | -2.6% | +15.5% | -18.1% | -10.4% |
| YTD | -26.4% | +11.2% | -37.6% | -31.4% |
| 1Y | -13.0% | +23.8% | -36.9% | -22.6% |
| 3Y | -11.2% | +53.1% | -64.3% | -30.6% |
| 5Y | -14.3% | +48.3% | -62.6% | -34.0% |
| All | +22.2% | +357.9% | -335.8% | -26.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling