+35,729.8%
CTSH vs DD
+552.9%
+35,176.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.8% |
| 7D | +1.8% | +2.2% | -0.4% | +0.7% |
| 30D | +9.8% | +20.7% | -10.9% | +1.2% |
| 3M | +12.1% | +11.3% | +0.8% | +6.5% |
| 6M | +27.4% | +6.0% | +21.4% | +22.6% |
| YTD | -20.3% | +31.7% | -52.0% | -30.8% |
| 1Y | -8.8% | +32.2% | -41.0% | -21.0% |
| 3Y | +4.0% | +92.7% | -88.6% | -25.1% |
| 5Y | -12.2% | +72.1% | -84.3% | -34.6% |
| 10Y | +38.7% | +99.7% | -60.9% | -9.9% |
| All | +35,729.8% | +552.9% | +35,176.9% | +10,327.6% |
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