+35.8%
CTSH vs SWKS
+33.1%
+2.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -3.1% |
| 7D | -0.6% | -6.2% | +5.6% | +1.2% |
| 30D | +13.4% | -1.5% | +14.9% | +13.5% |
| 3M | +14.4% | +23.0% | -8.5% | +5.4% |
| 6M | +27.7% | +27.6% | +0.1% | +13.2% |
| YTD | -20.6% | +32.3% | -52.9% | -31.5% |
| 1Y | -9.1% | +20.1% | -29.3% | -19.0% |
| 3Y | +3.1% | +0.6% | +2.4% | -9.1% |
| 5Y | -11.8% | -42.3% | +30.5% | -6.1% |
| All | +35.8% | +33.1% | +2.7% | -1.1% |
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