+34,247.0%
CTSH vs DD
+447.6%
+33,799.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.7% |
| 7D | -2.7% | -3.5% | +0.8% | -1.3% |
| 30D | +12.4% | -10.3% | +22.7% | +17.3% |
| 3M | +17.4% | -7.5% | +24.9% | +20.6% |
| 6M | -3.1% | -8.0% | +4.9% | -1.4% |
| YTD | -23.6% | +10.5% | -34.0% | -28.3% |
| 1Y | -10.8% | +38.3% | -49.1% | -24.1% |
| 3Y | -8.3% | +42.5% | -50.8% | -25.0% |
| 5Y | -11.3% | +60.2% | -71.5% | -31.8% |
| 10Y | +22.6% | +68.9% | -46.2% | -14.2% |
| All | +34,247.0% | +447.6% | +33,799.3% | +10,708.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling