-13.9%
CTSH vs DE
+75.0%
-88.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.8% |
| 7D | -8.2% | -3.0% | -5.2% | -7.8% |
| 30D | +0.4% | +11.1% | -10.8% | -1.1% |
| 3M | +10.6% | +17.6% | -7.0% | +7.1% |
| 6M | -8.8% | +13.6% | -22.4% | -11.2% |
| YTD | -28.6% | +46.3% | -74.9% | -36.5% |
| 1Y | -15.9% | +44.2% | -60.1% | -25.0% |
| All | -13.9% | +75.0% | -88.9% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling