-10.9%
CTSH vs DAR
-11.0%
0.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.8% | -3.5% |
| 7D | -2.7% | +1.4% | -4.1% | -2.9% |
| 30D | +12.4% | +12.8% | -0.4% | +9.9% |
| 3M | +17.4% | +7.4% | +10.0% | +15.4% |
| 6M | -3.1% | +22.3% | -25.3% | -7.2% |
| YTD | -23.6% | +81.1% | -104.7% | -32.3% |
| 1Y | -10.8% | +106.5% | -117.3% | -23.4% |
| 3Y | -8.3% | +5.3% | -13.6% | -11.6% |
| All | -10.9% | -11.0% | 0.0% | -15.6% |
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