+759.3%
CTSH vs DLR
+3,457.2%
-2,698.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.4% | -5.1% | -3.1% |
| 7D | -2.3% | +2.4% | -4.6% | -3.4% |
| 30D | +7.4% | +0.7% | +6.7% | +6.5% |
| 3M | +10.9% | -6.4% | +17.4% | +12.7% |
| 6M | +24.7% | -6.5% | +31.2% | +25.5% |
| YTD | -22.0% | +18.8% | -40.8% | -29.5% |
| 1Y | -11.2% | +9.0% | -20.2% | -16.9% |
| 3Y | +3.9% | +54.5% | -50.6% | -19.0% |
| 5Y | -13.9% | +35.8% | -49.8% | -31.2% |
| 10Y | +37.8% | +177.5% | -139.7% | -24.2% |
| All | +759.3% | +3,457.2% | -2,698.0% | +29.1% |
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 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