-12.1%
CTSH vs DAR
-41.1%
+29.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.6% |
| 7D | -0.6% | -9.9% | +9.3% | +1.0% |
| 30D | +13.4% | -16.4% | +29.8% | +16.5% |
| 3M | +14.4% | -17.1% | +31.5% | +17.4% |
| 6M | +27.7% | -20.5% | +48.2% | +31.6% |
| YTD | -20.6% | +39.4% | -60.0% | -26.8% |
| 1Y | -9.1% | +57.2% | -66.4% | -18.3% |
| 3Y | +3.1% | +13.9% | -10.8% | -4.5% |
| All | -12.1% | -41.1% | +29.0% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling