-13.9%
CTSH vs DAR
+108.5%
-122.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.9% | -6.8% | -3.7% |
| 7D | -5.5% | -0.9% | -4.6% | -5.5% |
| 30D | +4.5% | +13.0% | -8.5% | +4.9% |
| 3M | +13.7% | +15.0% | -1.3% | +13.8% |
| 6M | -8.4% | +26.8% | -35.2% | -8.1% |
| YTD | -26.5% | +86.4% | -112.9% | -27.2% |
| 1Y | -13.9% | +115.1% | -129.0% | -15.9% |
| All | -13.9% | +108.5% | -122.4% | -15.9% |
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