+34,247.0%
CTSH vs DE
+4,666.2%
+29,580.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | -2.7% | +10.0% | -12.7% | -6.5% |
| 30D | +12.4% | +13.3% | -1.0% | +6.4% |
| 3M | +17.4% | +17.5% | -0.1% | +8.6% |
| 6M | -3.1% | +13.6% | -16.6% | -10.1% |
| YTD | -23.6% | +49.8% | -73.4% | -37.4% |
| 1Y | -10.8% | +47.9% | -58.7% | -26.7% |
| 3Y | -8.3% | +72.5% | -80.8% | -30.9% |
| 5Y | -11.3% | +90.2% | -101.6% | -38.3% |
| 10Y | +22.6% | +865.4% | -842.8% | -60.1% |
| All | +34,247.0% | +4,666.2% | +29,580.8% | +5,355.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling