+38.7%
CTSH vs ROK
+270.1%
-231.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +1.5% |
| 7D | +1.8% | -11.0% | +12.9% | +5.6% |
| 30D | +9.8% | -8.2% | +18.0% | +12.1% |
| 3M | +12.1% | -8.5% | +20.6% | +14.3% |
| 6M | +27.4% | -12.0% | +39.4% | +29.8% |
| YTD | -20.3% | +3.1% | -23.3% | -24.6% |
| 1Y | -8.8% | +2.9% | -11.7% | -13.8% |
| 3Y | +4.0% | +60.7% | -56.6% | -22.5% |
| 5Y | -12.2% | +29.5% | -41.7% | -29.7% |
| 10Y | +38.7% | +262.6% | -223.9% | -24.7% |
| All | +38.7% | +270.1% | -231.4% | -24.7% |
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