+35.8%
CTSH vs DRI
+367.2%
-331.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.4% |
| 7D | -0.6% | +2.8% | -3.4% | -1.4% |
| 30D | +13.4% | +13.3% | +0.2% | +9.1% |
| 3M | +14.4% | +8.2% | +6.3% | +11.5% |
| 6M | +27.7% | +17.5% | +10.2% | +21.1% |
| YTD | -20.6% | +26.9% | -47.5% | -27.0% |
| 1Y | -9.1% | +31.6% | -40.7% | -17.4% |
| 3Y | +3.1% | +67.0% | -63.9% | -14.1% |
| 5Y | -11.8% | +72.9% | -84.7% | -28.1% |
| All | +35.8% | +367.2% | -331.4% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling