-10.9%
CTSH vs DRI
+72.9%
-83.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.5% |
| 3M | +17.4% | +13.0% | +4.4% | +11.8% |
| 6M | -3.1% | +8.3% | -11.4% | -6.6% |
| YTD | -23.6% | +20.6% | -44.2% | -29.8% |
| 1Y | -10.8% | +6.5% | -17.3% | -14.2% |
| 3Y | -8.3% | +53.7% | -62.0% | -25.5% |
| All | -10.9% | +72.9% | -83.8% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling