+37.8%
CTSH vs SWK
+32.9%
+4.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.6% | -2.8% |
| 7D | -2.3% | +10.7% | -13.0% | -6.3% |
| 30D | +7.4% | +33.3% | -25.9% | -4.1% |
| 3M | +10.9% | +14.7% | -3.7% | +4.7% |
| 6M | +24.7% | +48.5% | -23.9% | +5.2% |
| YTD | -22.0% | +63.9% | -85.9% | -37.6% |
| 1Y | -11.2% | +80.4% | -91.6% | -31.8% |
| 3Y | +3.9% | +58.1% | -54.3% | -20.7% |
| 5Y | -13.9% | -24.5% | +10.6% | -11.3% |
| 10Y | +37.8% | +29.5% | +8.3% | +3.3% |
| All | +37.8% | +32.9% | +4.9% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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