+34,247.0%
CTSH vs DECK
+20,156.8%
+14,090.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -3.8% |
| 7D | -2.7% | -2.2% | -0.5% | -2.4% |
| 30D | +12.4% | -13.6% | +26.0% | +14.8% |
| 3M | +17.4% | -21.2% | +38.6% | +21.6% |
| 6M | -3.1% | -21.1% | +18.0% | +0.1% |
| YTD | -23.6% | -17.2% | -6.3% | -21.9% |
| 1Y | -10.8% | -30.7% | +19.9% | -6.8% |
| 3Y | -8.3% | -3.4% | -4.9% | -11.7% |
| 5Y | -11.3% | +25.5% | -36.9% | -19.3% |
| 10Y | +22.6% | +714.7% | -692.0% | -17.5% |
| All | +34,247.0% | +20,156.8% | +14,090.2% | +15,131.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling