+22.0%
CTSH vs DECK
+718.3%
-696.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -4.0% |
| 7D | -2.7% | -2.2% | -0.5% | -2.2% |
| 30D | +12.4% | -13.6% | +26.0% | +16.0% |
| 3M | +17.4% | -21.2% | +38.6% | +23.7% |
| 6M | -3.1% | -21.1% | +18.0% | +1.6% |
| YTD | -23.6% | -17.2% | -6.3% | -21.2% |
| 1Y | -10.8% | -30.7% | +19.9% | -4.8% |
| 3Y | -8.3% | -3.4% | -4.9% | -15.5% |
| 5Y | -11.3% | +25.5% | -36.9% | -26.4% |
| All | +22.0% | +718.3% | -696.3% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling