+18.7%
CTSH vs DE
+867.0%
-848.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -9.8% | -2.4% | -7.4% | -9.0% |
| 30D | +0.1% | +9.7% | -9.6% | -3.2% |
| 3M | +13.2% | +21.4% | -8.1% | +4.9% |
| 6M | -6.2% | +15.0% | -21.2% | -12.2% |
| YTD | -28.5% | +46.4% | -74.9% | -39.6% |
| 1Y | -13.8% | +45.6% | -59.4% | -27.2% |
| 3Y | -13.7% | +76.8% | -90.5% | -33.7% |
| 5Y | -16.7% | +99.4% | -116.1% | -41.4% |
| All | +18.7% | +867.0% | -848.3% | -43.3% |
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