-9.1%
CTSH vs D
+19.8%
-28.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.5% |
| 7D | -0.6% | +3.0% | -3.6% | -1.1% |
| 30D | +13.4% | +11.5% | +1.9% | +11.6% |
| 3M | +14.4% | +3.7% | +10.7% | +13.2% |
| 6M | +27.7% | +13.5% | +14.2% | +25.0% |
| YTD | -20.6% | +20.7% | -41.3% | -21.6% |
| 1Y | -9.1% | +18.2% | -27.4% | -9.9% |
| All | -9.1% | +19.8% | -28.9% | -9.9% |
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