+15.1%
CTSH vs DFNS
-100.0%
+115.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +12.7% | -13.6% | -0.9% |
| 7D | -2.1% | -13.0% | +10.9% | -2.0% |
| 30D | +8.0% | -56.9% | +64.8% | +8.1% |
| 3M | +10.6% | -93.2% | +103.8% | +11.1% |
| 6M | +32.5% | -95.4% | +128.0% | +32.2% |
| YTD | -21.0% | -99.5% | +78.5% | -21.2% |
| 1Y | -9.9% | -99.6% | +89.7% | -10.2% |
| 3Y | +3.1% | -100.0% | +103.1% | -1.4% |
| 5Y | -13.4% | -100.0% | +86.5% | -14.0% |
| All | +15.1% | -100.0% | +115.1% | +19.9% |
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