-16.4%
CTSH vs DBX
+19.3%
-35.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.3% | -5.2% | -3.6% |
| 7D | -8.2% | +0.3% | -8.5% | -8.3% |
| 30D | +0.4% | 0.0% | +0.4% | +0.3% |
| 3M | +10.6% | +26.1% | -15.5% | +3.3% |
| 6M | -8.8% | +29.4% | -38.2% | -15.8% |
| YTD | -28.6% | +24.4% | -53.0% | -33.3% |
| 1Y | -15.9% | +10.9% | -26.8% | -19.2% |
| 3Y | -13.9% | +24.1% | -37.9% | -21.9% |
| 5Y | -17.1% | +7.8% | -24.9% | -24.0% |
| All | -16.4% | +19.3% | -35.7% | -34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling