-15.9%
CTSH vs DG
+17.9%
-33.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -2.1% |
| 7D | -8.2% | -4.8% | -3.4% | -6.9% |
| 30D | +0.4% | +1.8% | -1.4% | -0.1% |
| 3M | +10.6% | +14.5% | -3.9% | +7.2% |
| 6M | -8.8% | -13.6% | +4.7% | -8.3% |
| YTD | -28.6% | -4.8% | -23.8% | -29.3% |
| 1Y | -15.9% | +21.6% | -37.5% | -20.6% |
| All | -15.9% | +17.9% | -33.8% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling