-11.4%
CTSH vs DD
+28.6%
-40.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.1% |
| 7D | -4.2% | +6.7% | -10.9% | -3.7% |
| 30D | +3.9% | +19.4% | -15.5% | +4.9% |
| 3M | +10.2% | +7.6% | +2.6% | +11.0% |
| 6M | +35.3% | +2.9% | +32.4% | +36.4% |
| YTD | -21.8% | +29.9% | -51.7% | -27.2% |
| All | -11.4% | +28.6% | -40.0% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling