-14.8%
CTSH vs DBX
+7.2%
-22.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -0.9% | -2.7% |
| 7D | -5.5% | -1.3% | -4.2% | -5.0% |
| 30D | +4.5% | -2.9% | +7.4% | +5.6% |
| 3M | +13.7% | +23.8% | -10.1% | +5.3% |
| 6M | -8.4% | +26.2% | -34.6% | -16.2% |
| YTD | -26.5% | +21.6% | -48.1% | -31.9% |
| 1Y | -13.9% | +11.4% | -25.4% | -18.3% |
| 3Y | -11.3% | +21.3% | -32.6% | -21.5% |
| 5Y | -14.8% | +6.7% | -21.5% | -26.7% |
| All | -14.8% | +7.2% | -22.0% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling