-13.4%
CTSH vs D
+13.0%
-26.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -2.1% | -2.4% | +0.4% | -1.4% |
| 30D | +8.0% | +9.0% | -1.0% | +5.7% |
| 3M | +10.6% | +1.0% | +9.6% | +10.2% |
| 6M | +32.5% | +11.0% | +21.5% | +29.0% |
| YTD | -21.0% | +19.8% | -40.7% | -24.7% |
| 1Y | -9.9% | +16.0% | -25.9% | -13.6% |
| 3Y | +3.1% | +74.4% | -71.2% | -12.7% |
| 5Y | -13.4% | +13.5% | -27.0% | -14.9% |
| All | -13.4% | +13.0% | -26.4% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling