-17.1%
CTSH vs DKS
+15.5%
-32.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.0% |
| 7D | -8.2% | -2.9% | -5.3% | -7.7% |
| 30D | +0.4% | -37.7% | +38.1% | +7.9% |
| 3M | +10.6% | -38.9% | +49.5% | +19.0% |
| 6M | -8.8% | -31.1% | +22.3% | -4.8% |
| YTD | -28.6% | -31.8% | +3.2% | -25.5% |
| 1Y | -15.9% | -38.0% | +22.1% | -10.7% |
| 3Y | -13.9% | +28.6% | -42.5% | -24.7% |
| 5Y | -17.1% | +12.5% | -29.6% | -29.7% |
| All | -17.1% | +15.5% | -32.6% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling