+27.4%
CTSH vs DRI
+358.7%
-331.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.4% |
| 7D | -2.7% | +0.6% | -3.3% | -2.9% |
| 30D | +12.4% | +3.8% | +8.5% | +10.9% |
| 3M | +17.4% | +13.0% | +4.4% | +12.7% |
| 6M | -3.1% | +8.3% | -11.4% | -6.0% |
| YTD | -23.6% | +20.6% | -44.2% | -28.6% |
| 1Y | -10.8% | +6.5% | -17.3% | -13.5% |
| 3Y | -8.3% | +53.7% | -62.0% | -21.6% |
| 5Y | -11.3% | +72.7% | -84.0% | -27.7% |
| All | +27.4% | +358.7% | -331.2% | -12.6% |
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