+22.0%
CTSH vs SWKS
+23.7%
-1.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.5% | -7.1% | -4.7% |
| 7D | -2.7% | +12.5% | -15.2% | -6.3% |
| 30D | +12.4% | +10.5% | +1.9% | +8.7% |
| 3M | +17.4% | -7.4% | +24.8% | +18.5% |
| 6M | -3.1% | +32.7% | -35.7% | -15.0% |
| YTD | -23.6% | +19.2% | -42.7% | -30.7% |
| 1Y | -10.8% | +2.4% | -13.2% | -15.3% |
| 3Y | -8.3% | -25.6% | +17.3% | -8.3% |
| 5Y | -11.3% | -53.4% | +42.1% | +2.8% |
| All | +22.0% | +23.7% | -1.7% | -1.4% |
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