+219.2%
CTSH vs DG
+606.1%
-386.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -3.9% |
| 7D | -2.7% | +8.4% | -11.1% | -4.4% |
| 30D | +12.4% | +4.9% | +7.4% | +11.1% |
| 3M | +17.4% | +29.3% | -12.0% | +11.0% |
| 6M | -3.1% | -11.3% | +8.2% | -1.1% |
| YTD | -23.6% | +1.8% | -25.3% | -24.3% |
| 1Y | -10.8% | +25.3% | -36.2% | -15.8% |
| 3Y | -8.3% | +9.1% | -17.4% | -14.3% |
| 5Y | -11.3% | -34.9% | +23.6% | -6.3% |
| 10Y | +22.6% | +108.2% | -85.5% | -4.1% |
| All | +219.2% | +606.1% | -386.8% | +64.2% |
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