-1.7%
CTSH vs DT
+98.4%
-100.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.0% |
| 7D | -8.2% | -0.5% | -7.7% | -8.1% |
| 30D | +0.4% | +0.1% | +0.3% | +0.4% |
| 3M | +10.6% | +24.1% | -13.5% | +4.1% |
| 6M | -8.8% | +30.1% | -38.9% | -15.6% |
| YTD | -28.6% | +16.8% | -45.4% | -32.2% |
| 1Y | -15.9% | -0.1% | -15.8% | -17.2% |
| 3Y | -13.9% | +6.8% | -20.7% | -17.8% |
| 5Y | -17.1% | -28.4% | +11.3% | -17.1% |
| All | -1.7% | +98.4% | -100.1% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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