+31,981.5%
CTSH vs DGX
+5,964.6%
+26,016.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -8.2% | -2.2% | -6.0% | -7.5% |
| 30D | +0.4% | -0.9% | +1.3% | +0.7% |
| 3M | +10.6% | +15.6% | -5.0% | +5.1% |
| 6M | -8.8% | +17.8% | -26.6% | -14.0% |
| YTD | -28.6% | +37.5% | -66.1% | -36.4% |
| 1Y | -15.9% | +31.2% | -47.1% | -24.1% |
| 3Y | -13.9% | +96.6% | -110.5% | -33.5% |
| 5Y | -17.1% | +64.9% | -82.0% | -32.5% |
| 10Y | +21.0% | +254.6% | -233.6% | -26.5% |
| All | +31,981.5% | +5,964.6% | +26,016.8% | +5,406.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling