-17.1%
CTSH vs DLTR
+27.2%
-44.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.6% | +1.7% | -2.2% |
| 7D | -8.2% | -10.2% | +2.0% | -6.7% |
| 30D | +0.4% | -8.5% | +8.9% | +1.7% |
| 3M | +10.6% | +5.6% | +5.0% | +9.6% |
| 6M | -8.8% | +2.2% | -11.0% | -9.6% |
| YTD | -28.6% | -3.8% | -24.9% | -28.8% |
| 1Y | -15.9% | +22.9% | -38.9% | -19.1% |
| 3Y | -13.9% | +2.0% | -15.9% | -16.0% |
| 5Y | -17.1% | +29.8% | -46.9% | -16.4% |
| All | -17.1% | +27.2% | -44.2% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 5y: compounded portfolio wealth divided by compounded DLTR 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…
5y analysis · Full analysis span regression · 6 months rolling