-13.9%
CTSH vs ROK
+25.9%
-39.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.6% | -5.3% | -2.7% |
| 7D | -2.3% | -11.5% | +9.3% | +0.4% |
| 30D | +7.4% | -10.0% | +17.4% | +9.6% |
| 3M | +10.9% | -11.4% | +22.4% | +13.5% |
| 6M | +24.7% | -13.7% | +38.3% | +26.9% |
| YTD | -22.0% | +1.0% | -23.0% | -25.4% |
| 1Y | -11.2% | +5.6% | -16.8% | -16.5% |
| 3Y | +3.9% | +59.1% | -55.2% | -19.9% |
| 5Y | -13.9% | +26.1% | -40.1% | -27.4% |
| All | -13.9% | +25.9% | -39.8% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling