-10.8%
CTSH vs DLR
+19.9%
-30.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.6% |
| 7D | -2.7% | +1.6% | -4.3% | -2.5% |
| 30D | +12.4% | -3.4% | +15.7% | +11.7% |
| 3M | +17.4% | +0.5% | +16.9% | +16.8% |
| 6M | -3.1% | +4.6% | -7.6% | -2.5% |
| YTD | -23.6% | +23.4% | -47.0% | -21.4% |
| 1Y | -10.8% | +19.0% | -29.9% | -8.7% |
| All | -10.8% | +19.9% | -30.7% | -8.7% |
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