+24.6%
CTSH vs DG
+108.0%
-83.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.0% | +0.2% | -3.0% |
| 7D | -5.5% | -2.5% | -3.0% | -5.0% |
| 30D | +4.5% | +1.0% | +3.5% | +4.2% |
| 3M | +13.7% | +20.3% | -6.6% | +9.6% |
| 6M | -8.4% | -11.7% | +3.3% | -6.6% |
| YTD | -26.5% | -2.3% | -24.2% | -26.6% |
| 1Y | -13.9% | +20.0% | -33.9% | -17.7% |
| 3Y | -11.3% | +7.2% | -18.6% | -16.4% |
| 5Y | -14.8% | -37.9% | +23.1% | -6.8% |
| All | +24.6% | +108.0% | -83.4% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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