-13.9%
CTSH vs DAL
+114.7%
-128.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.3% | -7.0% | -3.0% |
| 7D | -2.3% | +10.0% | -12.3% | -4.6% |
| 30D | +7.4% | +12.0% | -4.6% | +4.3% |
| 3M | +10.9% | +0.8% | +10.1% | +10.2% |
| 6M | +24.7% | +26.2% | -1.5% | +16.2% |
| YTD | -22.0% | +33.7% | -55.7% | -28.9% |
| 1Y | -11.2% | +57.6% | -68.7% | -22.6% |
| 3Y | +3.9% | +183.5% | -179.6% | -27.9% |
| 5Y | -13.9% | +114.2% | -128.1% | -36.0% |
| All | -13.9% | +114.7% | -128.6% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling