+22.6%
CTSH vs D
+34.8%
-12.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.4% |
| 7D | -2.7% | +1.5% | -4.2% | -3.3% |
| 30D | +12.4% | -2.6% | +14.9% | +13.5% |
| 3M | +17.4% | 0.0% | +17.4% | +17.2% |
| 6M | -3.1% | +7.4% | -10.4% | -6.4% |
| YTD | -23.6% | +15.9% | -39.4% | -28.6% |
| 1Y | -10.8% | +18.1% | -28.9% | -17.7% |
| 3Y | -8.3% | +58.4% | -66.7% | -27.5% |
| 5Y | -11.3% | +5.2% | -16.5% | -15.8% |
| All | +22.6% | +34.8% | -12.3% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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