+34.8%
CTSH vs DLR
+188.2%
-153.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.1% |
| 7D | -2.1% | +3.3% | -5.5% | -3.1% |
| 30D | +1.4% | +4.6% | -3.2% | -0.3% |
| 3M | +7.5% | -8.3% | +15.7% | +9.5% |
| 6M | +39.6% | -5.6% | +45.2% | +39.9% |
| YTD | -22.3% | +18.7% | -41.0% | -28.4% |
| 1Y | -12.0% | +17.1% | -29.1% | -18.5% |
| 3Y | +1.8% | +54.4% | -52.6% | -17.4% |
| 5Y | -15.8% | +36.5% | -52.3% | -30.1% |
| All | +34.8% | +188.2% | -153.4% | -9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling