-7.6%
CTSH vs DLR
+11.0%
-18.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +3.7% |
| 7D | -0.9% | +2.8% | -3.7% | -0.1% |
| 30D | +13.1% | +2.8% | +10.3% | +14.3% |
| 3M | +17.9% | -4.0% | +21.9% | +17.7% |
| 6M | +28.5% | -5.6% | +34.1% | +26.6% |
| YTD | -19.3% | +21.9% | -41.3% | -17.5% |
| 1Y | -7.6% | +13.0% | -20.6% | -5.8% |
| All | -7.6% | +11.0% | -18.6% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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