+22.5%
CTSH vs DLR
+163.6%
-141.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.4% | -4.0% |
| 7D | -5.5% | +3.4% | -8.9% | -6.5% |
| 30D | +4.5% | -2.2% | +6.7% | +5.1% |
| 3M | +13.7% | +4.7% | +9.0% | +11.2% |
| 6M | -8.4% | +9.0% | -17.4% | -12.0% |
| YTD | -26.5% | +24.1% | -50.6% | -32.7% |
| 1Y | -13.9% | +20.9% | -34.9% | -20.9% |
| 3Y | -11.3% | +60.0% | -71.4% | -28.4% |
| 5Y | -14.8% | +35.3% | -50.1% | -28.4% |
| 10Y | +22.5% | +165.8% | -143.2% | -18.1% |
| All | +22.5% | +163.6% | -141.1% | -18.1% |
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