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  • CTSH vs DLR✓SelectedUSD · DLRCTSH vs DLR performance historyLatest closeAs of-3.60%09/04
Stock and ETF performance explorer

CTSH vs DLR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+741.8%
DLR return
+3,595.7%
Excess return
-2,853.8%
Maximum drawdown
-69.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDLRExcessAlpha
1D-3.6%+0.3%-3.9%-3.7%
7D-2.7%+1.6%-4.3%-3.3%
30D+12.4%-3.4%+15.7%+13.7%
3M+17.4%+0.5%+16.9%+16.0%
6M-3.1%+4.6%-7.6%-6.3%
YTD-23.6%+23.4%-47.0%-31.3%
1Y-10.8%+19.0%-29.9%-19.2%
3Y-8.3%+56.5%-64.8%-28.4%
5Y-11.3%+33.3%-44.6%-28.0%
10Y+22.6%+165.1%-142.5%-30.5%
All+741.8%+3,595.7%-2,853.8%+25.7%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling