+3.1%
CTSH vs DLR
+44.1%
-41.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.5% | -2.7% |
| 7D | -0.6% | -3.6% | +3.0% | -0.4% |
| 30D | +13.4% | -3.5% | +16.9% | +13.6% |
| 3M | +14.4% | -8.9% | +23.3% | +15.1% |
| 6M | +27.7% | -11.6% | +39.3% | +28.6% |
| YTD | -20.6% | +14.9% | -35.5% | -24.0% |
| 1Y | -9.1% | +6.4% | -15.6% | -11.6% |
| 3Y | +3.1% | +47.3% | -44.2% | -11.0% |
| All | +3.1% | +44.1% | -41.0% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling