+2,620.8%
CTSH vs DKS
+6,292.4%
-3,671.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | -2.7% | +3.0% | -5.7% | -3.5% |
| 30D | +12.4% | -30.5% | +42.9% | +21.6% |
| 3M | +17.4% | -35.7% | +53.1% | +29.4% |
| 6M | -3.1% | -29.7% | +26.6% | +3.3% |
| YTD | -23.6% | -28.9% | +5.3% | -19.1% |
| 1Y | -10.8% | -35.9% | +25.0% | -3.2% |
| 3Y | -8.3% | +28.2% | -36.4% | -22.6% |
| 5Y | -11.3% | +11.8% | -23.1% | -26.7% |
| 10Y | +22.6% | +211.6% | -189.0% | -37.2% |
| All | +2,620.8% | +6,292.4% | -3,671.7% | +511.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling