-9.3%
CTSH vs DECK
+25.8%
-35.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.5% |
| 7D | +6.4% | +6.0% | +0.4% | +5.1% |
| 30D | +16.3% | +7.4% | +8.8% | +14.5% |
| 3M | +20.0% | -11.7% | +31.6% | +22.9% |
| 6M | +29.9% | -11.0% | +40.9% | +32.7% |
| YTD | -18.4% | -15.4% | -3.0% | -16.5% |
| 1Y | -8.9% | +7.2% | -16.1% | -11.4% |
| 3Y | +6.0% | -11.8% | +17.8% | -1.5% |
| 5Y | -9.3% | +24.3% | -33.6% | -27.5% |
| All | -9.3% | +25.8% | -35.1% | -27.5% |
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