+37.8%
CTSH vs D
+42.1%
-4.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | -2.3% | +0.8% | -3.1% | -2.6% |
| 30D | +7.4% | +10.7% | -3.3% | +3.2% |
| 3M | +10.9% | +2.3% | +8.6% | +9.9% |
| 6M | +24.7% | +12.5% | +12.2% | +18.6% |
| YTD | -22.0% | +20.1% | -42.1% | -28.2% |
| 1Y | -11.2% | +15.6% | -26.7% | -17.0% |
| 3Y | +3.9% | +75.2% | -71.3% | -21.1% |
| 5Y | -13.9% | +14.6% | -28.5% | -21.3% |
| 10Y | +37.8% | +43.8% | -6.0% | +16.5% |
| All | +37.8% | +42.1% | -4.4% | +16.5% |
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