+7.0%
CTSH vs DFNS
-99.9%
+106.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.1% | -3.8% |
| 7D | -5.5% | +0.8% | -6.3% | -5.5% |
| 30D | +4.5% | -73.2% | +77.7% | +4.7% |
| 3M | +13.7% | -72.4% | +86.2% | +13.2% |
| 6M | -8.4% | -95.2% | +86.8% | -8.9% |
| YTD | -26.5% | -98.0% | +71.5% | -27.0% |
| 1Y | -13.9% | -98.3% | +84.3% | -14.5% |
| 3Y | -11.3% | -99.9% | +88.5% | -15.4% |
| 5Y | -14.8% | -99.9% | +85.0% | -15.6% |
| All | +7.0% | -99.9% | +106.9% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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