+21.0%
CTSH vs DD
+64.9%
-43.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -1.8% |
| 7D | -8.2% | -3.8% | -4.4% | -6.8% |
| 30D | +0.4% | -9.2% | +9.6% | +4.4% |
| 3M | +10.6% | -9.0% | +19.6% | +14.4% |
| 6M | -8.8% | -5.0% | -3.9% | -8.5% |
| YTD | -28.6% | +7.4% | -36.0% | -32.6% |
| 1Y | -15.9% | +35.1% | -51.0% | -28.6% |
| 3Y | -13.9% | +43.2% | -57.1% | -31.0% |
| 5Y | -17.1% | +59.6% | -76.7% | -38.0% |
| 10Y | +21.0% | +66.5% | -45.5% | -25.5% |
| All | +21.0% | +64.9% | -43.9% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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