+4.5%
CTSH vs DE
+92.0%
-87.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | +1.8% | +3.3% | -1.4% | +1.4% |
| 30D | +9.8% | +10.7% | -0.9% | +8.4% |
| 3M | +12.1% | +13.1% | -1.0% | +10.2% |
| 6M | +27.4% | +20.2% | +7.2% | +23.0% |
| YTD | -20.3% | +48.9% | -69.1% | -29.1% |
| 1Y | -8.8% | +46.6% | -55.4% | -18.7% |
| All | +4.5% | +92.0% | -87.5% | -14.5% |
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