-8.5%
CTSH vs DBX
+15.6%
-24.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.1% | -1.4% |
| 7D | -4.2% | -6.3% | +2.1% | -2.3% |
| 30D | +3.9% | -5.9% | +9.8% | +6.0% |
| 3M | +10.2% | -0.4% | +10.5% | +10.3% |
| 6M | +35.3% | +29.8% | +5.5% | +25.5% |
| YTD | -21.8% | +20.5% | -42.3% | -26.2% |
| 1Y | -12.1% | +8.7% | -20.8% | -14.8% |
| 3Y | +2.0% | +25.9% | -23.9% | -7.6% |
| 5Y | -15.3% | +24.2% | -39.4% | -24.5% |
| All | -8.5% | +15.6% | -24.0% | -27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling