-7.6%
CTSH vs DHI
+9.6%
-17.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.1% | -5.0% | +1.5% |
| 7D | -0.9% | +9.8% | -10.7% | -2.7% |
| 30D | +13.1% | +17.8% | -4.8% | +9.5% |
| 3M | +17.9% | +4.7% | +13.2% | +15.9% |
| 6M | +28.5% | +10.0% | +18.4% | +24.6% |
| YTD | -19.3% | +10.0% | -29.3% | -22.5% |
| 1Y | -7.6% | +9.1% | -16.7% | -12.7% |
| All | -7.6% | +9.6% | -17.2% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling