+1.8%
CTSH vs DT
-11.4%
+13.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.1% | +3.1% | -5.3% | -3.1% |
| 30D | +1.4% | -29.5% | +30.9% | +12.7% |
| 3M | +7.5% | -11.7% | +19.2% | +10.4% |
| 6M | +39.6% | +29.0% | +10.6% | +25.2% |
| YTD | -22.3% | +3.4% | -25.7% | -25.7% |
| 1Y | -12.0% | -4.2% | -7.7% | -13.9% |
| 3Y | +1.8% | -12.8% | +14.6% | +0.6% |
| All | +1.8% | -11.4% | +13.2% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling