+231.6%
CTSH vs DG
+612.5%
-380.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.3% | -2.1% |
| 7D | -0.6% | +1.1% | -1.7% | -0.9% |
| 30D | +13.4% | +9.5% | +3.9% | +11.1% |
| 3M | +14.4% | +5.5% | +9.0% | +13.0% |
| 6M | +27.7% | +16.1% | +11.6% | +23.4% |
| YTD | -20.6% | +2.7% | -23.3% | -21.6% |
| 1Y | -9.1% | +42.1% | -51.2% | -16.4% |
| 3Y | +3.1% | +19.3% | -16.2% | -5.8% |
| 5Y | -11.8% | -35.3% | +23.6% | -6.6% |
| 10Y | +42.7% | +123.9% | -81.2% | +9.8% |
| All | +231.6% | +612.5% | -380.9% | +70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling