-12.2%
CTSH vs SWK
-25.5%
+13.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.6% |
| 7D | +1.8% | +11.3% | -9.5% | -1.6% |
| 30D | +9.8% | +31.5% | -21.7% | +0.8% |
| 3M | +12.1% | +14.4% | -2.3% | +7.2% |
| 6M | +27.4% | +46.4% | -19.0% | +11.9% |
| YTD | -20.3% | +61.6% | -81.9% | -32.9% |
| 1Y | -8.8% | +78.7% | -87.5% | -25.9% |
| 3Y | +4.0% | +54.4% | -50.4% | -16.0% |
| 5Y | -12.2% | -25.3% | +13.1% | -8.9% |
| All | -12.2% | -25.5% | +13.3% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling