-13.8%
CTSH vs DE
+44.9%
-58.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -9.8% | -2.4% | -7.4% | -10.1% |
| 30D | +0.1% | +9.7% | -9.6% | +1.4% |
| 3M | +13.2% | +21.4% | -8.1% | +15.0% |
| 6M | -6.2% | +15.0% | -21.2% | -4.3% |
| YTD | -28.5% | +46.4% | -74.9% | -32.8% |
| 1Y | -13.8% | +45.6% | -59.4% | -18.9% |
| All | -13.8% | +44.9% | -58.7% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling