+3.6%
CTSH vs DKS
+44.5%
-41.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.1% | +1.3% | -3.4% | -2.3% |
| 30D | +8.0% | +8.9% | -0.9% | +6.8% |
| 3M | +10.6% | -26.4% | +36.9% | +14.2% |
| 6M | +32.5% | -31.1% | +63.6% | +37.6% |
| YTD | -21.0% | -22.8% | +1.8% | -20.0% |
| 1Y | -9.9% | -29.5% | +19.6% | -7.3% |
| All | +3.6% | +44.5% | -41.0% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling