+774.4%
CTSH vs DLR
+3,340.7%
-2,566.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.5% | -2.6% |
| 7D | -0.6% | -3.6% | +3.0% | +0.7% |
| 30D | +13.4% | -3.5% | +16.9% | +14.4% |
| 3M | +14.4% | -8.9% | +23.3% | +17.5% |
| 6M | +27.7% | -11.6% | +39.3% | +31.5% |
| YTD | -20.6% | +14.9% | -35.5% | -27.3% |
| 1Y | -9.1% | +6.4% | -15.6% | -14.2% |
| 3Y | +3.1% | +47.3% | -44.2% | -17.9% |
| 5Y | -11.8% | +32.8% | -44.6% | -28.8% |
| 10Y | +42.7% | +169.6% | -126.8% | -20.5% |
| All | +774.4% | +3,340.7% | -2,566.3% | +33.2% |
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