-10.9%
CTSH vs DG
-35.0%
+24.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -3.8% |
| 7D | -2.7% | +8.4% | -11.1% | -3.8% |
| 30D | +12.4% | +4.9% | +7.4% | +11.6% |
| 3M | +17.4% | +29.3% | -12.0% | +13.5% |
| 6M | -3.1% | -11.3% | +8.2% | -2.4% |
| YTD | -23.6% | +1.8% | -25.3% | -24.2% |
| 1Y | -10.8% | +25.3% | -36.2% | -13.7% |
| 3Y | -8.3% | +9.1% | -17.4% | -10.9% |
| All | -10.9% | -35.0% | +24.1% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling