-12.1%
CTSH vs DAR
+59.8%
-71.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.2% | -0.8% |
| 7D | -4.2% | +9.2% | -13.4% | -3.3% |
| 30D | +3.9% | -12.3% | +16.2% | +3.2% |
| 3M | +10.2% | -12.7% | +22.9% | +9.0% |
| 6M | +35.3% | -12.8% | +48.1% | +33.2% |
| YTD | -21.8% | +53.8% | -75.6% | -23.6% |
| 1Y | -12.1% | +60.3% | -72.4% | -14.7% |
| All | -12.1% | +59.8% | -71.9% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling