-11.2%
CTSH vs DHI
+21.1%
-32.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.6% |
| 7D | -3.7% | -3.4% | -0.3% | -3.1% |
| 30D | +3.7% | -5.4% | +9.1% | +4.7% |
| 3M | +17.9% | -10.4% | +28.4% | +19.8% |
| 6M | -2.6% | -2.8% | +0.1% | -2.9% |
| YTD | -26.4% | -3.4% | -23.0% | -26.7% |
| 1Y | -13.0% | -22.9% | +9.9% | -9.9% |
| 3Y | -11.2% | +20.7% | -31.9% | -21.4% |
| All | -11.2% | +21.1% | -32.3% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling