+27.7%
CTSH vs DLR
-10.9%
+38.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.5% | -2.8% |
| 7D | -0.6% | -3.6% | +3.0% | -1.5% |
| 30D | +13.4% | -3.5% | +16.9% | +12.8% |
| 3M | +14.4% | -8.9% | +23.3% | +12.8% |
| 6M | +27.7% | -11.6% | +39.3% | +22.6% |
| All | +27.7% | -10.9% | +38.6% | +22.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling