+741.8%
CTSH vs DLR
+3,595.7%
-2,853.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 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