+35.7%
CTSH vs DE
+768.7%
-733.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.4% |
| 7D | -4.2% | +2.3% | -6.5% | -5.0% |
| 30D | +3.9% | +4.4% | -0.5% | +2.3% |
| 3M | +10.2% | +9.8% | +0.4% | +6.2% |
| 6M | +35.3% | +15.8% | +19.5% | +26.6% |
| YTD | -21.8% | +47.0% | -68.8% | -34.3% |
| 1Y | -12.1% | +42.8% | -54.9% | -25.5% |
| 3Y | +2.0% | +88.9% | -86.9% | -24.0% |
| 5Y | -15.3% | +101.9% | -117.2% | -40.9% |
| All | +35.7% | +768.7% | -733.0% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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