+34,247.0%
CTSH vs ROK
+5,351.8%
+28,895.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -4.2% |
| 7D | -2.7% | +0.7% | -3.4% | -3.0% |
| 30D | +12.4% | -3.3% | +15.7% | +13.9% |
| 3M | +17.4% | -5.9% | +23.2% | +18.7% |
| 6M | -3.1% | +13.9% | -16.9% | -11.2% |
| YTD | -23.6% | +12.6% | -36.1% | -29.8% |
| 1Y | -10.8% | +28.6% | -39.4% | -23.2% |
| 3Y | -8.3% | +45.1% | -53.4% | -28.7% |
| 5Y | -11.3% | +45.6% | -56.9% | -33.2% |
| 10Y | +22.6% | +345.0% | -322.4% | -49.4% |
| All | +34,247.0% | +5,351.8% | +28,895.2% | +3,948.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling