+13.6%
CTSH vs DFNS
-100.0%
+113.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -1.7% |
| 7D | -2.3% | -42.8% | +40.5% | -2.2% |
| 30D | +7.4% | -67.6% | +75.0% | +7.7% |
| 3M | +10.9% | -94.9% | +105.8% | +11.6% |
| 6M | +24.7% | -96.7% | +121.4% | +24.4% |
| YTD | -22.0% | -99.6% | +77.6% | -22.2% |
| 1Y | -11.2% | -99.7% | +88.6% | -11.4% |
| 3Y | +3.9% | -100.0% | +103.8% | -0.7% |
| 5Y | -13.9% | -100.0% | +86.0% | -14.5% |
| All | +13.6% | -100.0% | +113.6% | +18.5% |
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