-14.6%
CTSH vs DINO
+328.8%
-343.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.8% | -6.6% | -4.2% |
| 7D | -5.5% | +4.2% | -9.6% | -6.0% |
| 30D | +4.5% | +33.9% | -29.4% | +0.2% |
| 3M | +13.7% | +50.5% | -36.8% | +6.9% |
| 6M | -8.4% | +95.2% | -103.6% | -17.5% |
| YTD | -26.5% | +140.6% | -167.1% | -36.3% |
| 1Y | -13.9% | +119.0% | -132.9% | -24.4% |
| 3Y | -11.3% | +100.4% | -111.7% | -23.6% |
| All | -14.6% | +328.8% | -343.5% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 5y: compounded portfolio wealth divided by compounded DINO 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…
5y analysis · Full analysis span regression · 6 months rolling