-14.8%
CTSH vs ROK
+46.6%
-61.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.8% | -3.5% |
| 7D | -5.5% | +2.8% | -8.3% | -6.2% |
| 30D | +4.5% | -2.4% | +6.9% | +5.2% |
| 3M | +13.7% | -4.7% | +18.4% | +14.0% |
| 6M | -8.4% | +16.8% | -25.1% | -15.2% |
| YTD | -26.5% | +11.4% | -37.9% | -30.9% |
| 1Y | -13.9% | +26.2% | -40.1% | -22.7% |
| 3Y | -11.3% | +51.9% | -63.2% | -28.4% |
| 5Y | -14.8% | +46.4% | -61.2% | -32.1% |
| All | -14.8% | +46.6% | -61.5% | -32.1% |
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 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