+34,247.0%
CTSH vs SWK
+364.1%
+33,882.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -4.0% |
| 7D | -2.7% | -0.4% | -2.3% | -2.5% |
| 30D | +12.4% | -5.7% | +18.1% | +15.4% |
| 3M | +17.4% | +24.1% | -6.7% | +4.1% |
| 6M | -3.1% | +24.7% | -27.8% | -15.6% |
| YTD | -23.6% | +33.9% | -57.5% | -36.0% |
| 1Y | -10.8% | +34.7% | -45.5% | -26.1% |
| 3Y | -8.3% | +15.3% | -23.6% | -23.5% |
| 5Y | -11.3% | -39.3% | +28.0% | -1.5% |
| 10Y | +22.6% | +2.5% | +20.1% | -7.1% |
| All | +34,247.0% | +364.1% | +33,882.9% | +10,279.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling