+1.8%
CTSH vs DFNS
-100.0%
+101.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | -0.6% |
| 7D | -2.1% | -6.0% | +3.8% | -2.1% |
| 30D | +1.4% | -71.2% | +72.6% | +1.6% |
| 3M | +7.5% | -94.5% | +102.0% | +8.0% |
| 6M | +39.6% | -96.5% | +136.1% | +39.3% |
| YTD | -22.3% | -99.6% | +77.3% | -22.5% |
| 1Y | -12.0% | -99.7% | +87.7% | -12.2% |
| 3Y | +1.8% | -100.0% | +101.8% | -0.4% |
| All | +1.8% | -100.0% | +101.8% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling