-15.8%
CTSH vs D
+13.1%
-28.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.7% |
| 7D | -2.1% | -1.4% | -0.8% | -1.8% |
| 30D | +1.4% | +7.7% | -6.3% | -0.4% |
| 3M | +7.5% | -0.3% | +7.7% | +7.4% |
| 6M | +39.6% | +10.1% | +29.5% | +36.1% |
| YTD | -22.3% | +19.1% | -41.4% | -25.9% |
| 1Y | -12.0% | +15.9% | -27.9% | -15.5% |
| 3Y | +1.8% | +75.0% | -73.2% | -14.0% |
| All | -15.8% | +13.1% | -28.9% | -16.8% |
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