-9.9%
CTSH vs DECK
+31.2%
-41.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.0% | -2.9% | +1.8% |
| 7D | -0.9% | +10.4% | -11.2% | -3.0% |
| 30D | +13.1% | +11.1% | +2.0% | +10.5% |
| 3M | +17.9% | -10.8% | +28.7% | +20.5% |
| 6M | +28.5% | -8.7% | +37.2% | +30.5% |
| YTD | -19.3% | -14.0% | -5.3% | -17.7% |
| 1Y | -7.6% | +12.0% | -19.6% | -11.0% |
| 3Y | +4.8% | -10.5% | +15.2% | -2.9% |
| 5Y | -9.9% | +28.5% | -38.4% | -28.7% |
| All | -9.9% | +31.2% | -41.1% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling