+38.7%
CTSH vs SWKS
+31.8%
+6.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +1.8% | -3.1% | +5.0% | +2.7% |
| 30D | +9.8% | +8.3% | +1.5% | +7.0% |
| 3M | +12.1% | +20.2% | -8.1% | +4.0% |
| 6M | +27.4% | +24.9% | +2.5% | +13.7% |
| YTD | -20.3% | +33.2% | -53.4% | -31.4% |
| 1Y | -8.8% | +23.6% | -32.4% | -19.5% |
| 3Y | +4.0% | +1.3% | +2.8% | -8.4% |
| 5Y | -12.2% | -40.6% | +28.4% | -7.6% |
| 10Y | +38.7% | +35.3% | +3.4% | +0.1% |
| All | +38.7% | +31.8% | +6.9% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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