-10.9%
CTSH vs SWK
-38.7%
+27.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.9% |
| 7D | -2.7% | -0.4% | -2.3% | -2.6% |
| 30D | +12.4% | -5.7% | +18.1% | +14.3% |
| 3M | +17.4% | +24.1% | -6.7% | +8.7% |
| 6M | -3.1% | +24.7% | -27.8% | -11.1% |
| YTD | -23.6% | +33.9% | -57.5% | -31.7% |
| 1Y | -10.8% | +34.7% | -45.5% | -20.8% |
| 3Y | -8.3% | +15.3% | -23.6% | -18.1% |
| All | -10.9% | -38.7% | +27.8% | -3.0% |
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