-12.7%
CTSH vs DE
+107.9%
-120.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | +1.8% | +3.3% | -1.4% | +1.1% |
| 30D | +9.8% | +10.7% | -0.9% | +7.5% |
| 3M | +12.1% | +13.1% | -1.0% | +9.0% |
| 6M | +27.4% | +20.2% | +7.2% | +21.2% |
| YTD | -20.3% | +48.9% | -69.1% | -29.8% |
| 1Y | -8.8% | +46.6% | -55.4% | -19.4% |
| 3Y | +4.0% | +91.4% | -87.3% | -16.0% |
| All | -12.7% | +107.9% | -120.5% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling