-7.5%
CTSH vs DBX
+14.3%
-21.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.2% | -1.6% |
| 7D | -2.1% | -8.1% | +6.1% | +0.6% |
| 30D | +8.0% | -4.9% | +12.9% | +9.7% |
| 3M | +10.6% | -2.7% | +13.3% | +11.6% |
| 6M | +32.5% | +25.2% | +7.3% | +24.2% |
| YTD | -21.0% | +19.3% | -40.2% | -25.2% |
| 1Y | -9.9% | +6.6% | -16.5% | -12.1% |
| 3Y | +3.1% | +24.6% | -21.5% | -6.3% |
| 5Y | -13.4% | +23.5% | -36.9% | -22.7% |
| All | -7.5% | +14.3% | -21.8% | -26.3% |
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