-10.8%
CTSH vs D
+16.2%
-27.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -2.3% | +0.8% | -3.1% | -2.4% |
| 30D | +7.4% | +10.7% | -3.3% | +5.8% |
| 3M | +10.9% | +2.3% | +8.6% | +9.9% |
| 6M | +24.7% | +12.5% | +12.2% | +22.0% |
| YTD | -22.0% | +20.1% | -42.1% | -22.7% |
| All | -10.8% | +16.2% | -27.0% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling