-7.6%
CTSH vs DKS
-29.5%
+21.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.7% | -4.7% | +2.8% |
| 7D | -0.9% | +8.4% | -9.3% | -1.2% |
| 30D | +13.1% | +7.7% | +5.4% | +12.9% |
| 3M | +17.9% | -25.8% | +43.6% | +18.4% |
| 6M | +28.5% | -31.0% | +59.5% | +28.7% |
| YTD | -19.3% | -23.8% | +4.5% | -21.2% |
| 1Y | -7.6% | -29.8% | +22.2% | -7.9% |
| All | -7.6% | -29.5% | +21.9% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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