+35.8%
CTSH vs D
+42.6%
-6.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.1% |
| 7D | -0.6% | +3.0% | -3.6% | -1.7% |
| 30D | +13.4% | +11.5% | +1.9% | +8.6% |
| 3M | +14.4% | +3.7% | +10.7% | +12.7% |
| 6M | +27.7% | +13.5% | +14.2% | +21.0% |
| YTD | -20.6% | +20.7% | -41.3% | -27.1% |
| 1Y | -9.1% | +18.2% | -27.4% | -15.9% |
| 3Y | +3.1% | +73.3% | -70.2% | -21.4% |
| 5Y | -11.8% | +12.3% | -24.0% | -18.5% |
| All | +35.8% | +42.6% | -6.8% | +13.6% |
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