+37.8%
CTSH vs DRI
+370.8%
-333.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.2% |
| 7D | -2.3% | +3.1% | -5.4% | -3.2% |
| 30D | +7.4% | +16.2% | -8.8% | +2.5% |
| 3M | +10.9% | +8.4% | +2.6% | +8.0% |
| 6M | +24.7% | +19.0% | +5.7% | +17.7% |
| YTD | -22.0% | +28.8% | -50.8% | -28.6% |
| 1Y | -11.2% | +33.1% | -44.3% | -19.6% |
| 3Y | +3.9% | +70.8% | -66.9% | -14.2% |
| 5Y | -13.9% | +74.2% | -88.2% | -30.1% |
| 10Y | +37.8% | +345.5% | -307.7% | -7.1% |
| All | +37.8% | +370.8% | -333.0% | -7.1% |
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