-11.3%
CTSH vs DKS
+28.7%
-40.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.9% | +1.0% | -3.2% |
| 7D | -5.5% | -0.4% | -5.0% | -5.4% |
| 30D | +4.5% | -36.6% | +41.1% | +10.4% |
| 3M | +13.7% | -37.6% | +51.4% | +20.2% |
| 6M | -8.4% | -32.1% | +23.7% | -5.3% |
| YTD | -26.5% | -32.3% | +5.8% | -24.1% |
| 1Y | -13.9% | -39.5% | +25.6% | -9.4% |
| 3Y | -11.3% | +27.7% | -39.0% | -24.5% |
| All | -11.3% | +28.7% | -40.0% | -24.5% |
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