-11.3%
CTSH vs ROK
+48.7%
-60.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.8% | -3.6% |
| 7D | -5.5% | +2.8% | -8.3% | -6.0% |
| 30D | +4.5% | -2.4% | +6.9% | +5.0% |
| 3M | +13.7% | -4.7% | +18.4% | +13.8% |
| 6M | -8.4% | +16.8% | -25.1% | -14.1% |
| YTD | -26.5% | +11.4% | -37.9% | -30.2% |
| 1Y | -13.9% | +26.2% | -40.1% | -21.2% |
| 3Y | -11.3% | +51.9% | -63.2% | -28.1% |
| All | -11.3% | +48.7% | -60.0% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling