-13.7%
CTSH vs DGX
+93.2%
-106.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.6% |
| 7D | -9.8% | -3.5% | -6.3% | -9.0% |
| 30D | +0.1% | -2.7% | +2.8% | +0.8% |
| 3M | +13.2% | +13.9% | -0.7% | +9.9% |
| 6M | -6.2% | +16.0% | -22.2% | -9.4% |
| YTD | -28.5% | +34.9% | -63.4% | -33.3% |
| 1Y | -13.8% | +30.6% | -44.3% | -19.2% |
| All | -13.7% | +93.2% | -106.9% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 3y: compounded portfolio wealth divided by compounded DGX 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…
3y analysis · Full analysis span regression · 6 months rolling