+34,247.0%
CTSH vs DRI
+4,272.7%
+29,974.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.7% |
| 3M | +17.4% | +13.0% | +4.4% | +12.2% |
| 6M | -3.1% | +8.3% | -11.4% | -6.4% |
| YTD | -23.6% | +20.6% | -44.2% | -29.1% |
| 1Y | -10.8% | +6.5% | -17.3% | -13.9% |
| 3Y | -8.3% | +53.7% | -62.0% | -23.2% |
| 5Y | -11.3% | +72.7% | -84.0% | -29.5% |
| 10Y | +22.6% | +363.2% | -340.5% | -38.6% |
| All | +34,247.0% | +4,272.7% | +29,974.3% | +7,695.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling