-10.8%
CTSH vs DBX
+20.4%
-31.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.2% | -2.4% |
| 7D | -2.7% | -2.4% | -0.3% | -1.5% |
| 30D | +12.4% | -0.5% | +12.8% | +12.5% |
| 3M | +17.4% | +28.1% | -10.7% | +5.4% |
| 6M | -3.1% | +33.1% | -36.2% | -14.3% |
| YTD | -23.6% | +25.3% | -48.9% | -32.3% |
| 1Y | -10.8% | +18.3% | -29.2% | -20.9% |
| All | -10.8% | +20.4% | -31.3% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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