+38.7%
CTSH vs DAR
+269.9%
-231.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.7% |
| 7D | +1.8% | -3.8% | +5.7% | +2.7% |
| 30D | +9.8% | -14.4% | +24.2% | +13.8% |
| 3M | +12.1% | -17.9% | +30.0% | +17.0% |
| 6M | +27.4% | -18.3% | +45.7% | +32.4% |
| YTD | -20.3% | +43.2% | -63.5% | -29.2% |
| 1Y | -8.8% | +57.7% | -66.5% | -21.3% |
| 3Y | +4.0% | +22.7% | -18.7% | -8.4% |
| 5Y | -12.2% | -34.0% | +21.8% | -9.9% |
| 10Y | +38.7% | +279.5% | -240.8% | -26.2% |
| All | +38.7% | +269.9% | -231.2% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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