+34.8%
CTSH vs D
+48.0%
-13.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.7% |
| 7D | -2.1% | -1.4% | -0.8% | -1.6% |
| 30D | +1.4% | +7.7% | -6.3% | -1.6% |
| 3M | +7.5% | -0.3% | +7.7% | +7.5% |
| 6M | +39.6% | +10.1% | +29.5% | +34.0% |
| YTD | -22.3% | +19.1% | -41.4% | -28.2% |
| 1Y | -12.0% | +15.9% | -27.9% | -17.9% |
| 3Y | +1.8% | +75.0% | -73.2% | -22.8% |
| 5Y | -15.8% | +13.4% | -29.2% | -22.7% |
| All | +34.8% | +48.0% | -13.2% | +10.6% |
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