-9.3%
CTSH vs SWKS
-44.4%
+35.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.2% | +1.6% |
| 7D | +6.4% | -9.2% | +15.6% | +8.4% |
| 30D | +16.3% | -1.9% | +18.2% | +16.5% |
| 3M | +20.0% | +21.2% | -1.2% | +13.4% |
| 6M | +29.9% | +12.9% | +17.1% | +22.4% |
| YTD | -18.4% | +30.7% | -49.1% | -26.9% |
| 1Y | -8.9% | +14.1% | -23.0% | -15.1% |
| 3Y | +6.0% | -1.7% | +7.7% | -4.3% |
| 5Y | -9.3% | -43.0% | +33.7% | -4.2% |
| All | -9.3% | -44.4% | +35.1% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling