+38.7%
CTSH vs DAL
+128.3%
-89.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | +1.8% | +10.7% | -8.9% | -0.9% |
| 30D | +9.8% | +12.5% | -2.7% | +6.2% |
| 3M | +12.1% | +3.6% | +8.5% | +10.5% |
| 6M | +27.4% | +26.7% | +0.7% | +18.2% |
| YTD | -20.3% | +34.3% | -54.5% | -27.8% |
| 1Y | -8.8% | +59.1% | -67.9% | -21.2% |
| 3Y | +4.0% | +179.9% | -175.8% | -26.6% |
| 5Y | -12.2% | +119.1% | -131.3% | -35.6% |
| 10Y | +38.7% | +125.6% | -86.9% | -5.0% |
| All | +38.7% | +128.3% | -89.5% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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