+35.8%
CTSH vs DAL
+127.0%
-91.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -3.3% |
| 7D | -0.6% | +8.8% | -9.4% | -2.8% |
| 30D | +13.4% | +5.4% | +8.0% | +11.6% |
| 3M | +14.4% | -4.9% | +19.4% | +15.4% |
| 6M | +27.7% | +19.8% | +7.9% | +20.3% |
| YTD | -20.6% | +27.0% | -47.6% | -27.0% |
| 1Y | -9.1% | +52.5% | -61.6% | -20.6% |
| 3Y | +3.1% | +173.8% | -170.8% | -26.9% |
| 5Y | -11.8% | +104.5% | -116.3% | -34.0% |
| All | +35.8% | +127.0% | -91.2% | -1.4% |
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