-15.8%
CTSH vs DRI
+78.6%
-94.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -2.1% | +1.1% | -3.2% | -2.5% |
| 30D | +1.4% | +9.7% | -8.3% | -2.1% |
| 3M | +7.5% | +3.2% | +4.3% | +5.9% |
| 6M | +39.6% | +20.6% | +19.0% | +29.5% |
| YTD | -22.3% | +28.3% | -50.6% | -30.4% |
| 1Y | -12.0% | +34.5% | -46.5% | -22.8% |
| 3Y | +1.8% | +66.5% | -64.7% | -20.4% |
| All | -15.8% | +78.6% | -94.4% | -38.0% |
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