-13.9%
CTSH vs DT
-42.7%
+28.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -3.0% | -2.1% |
| 7D | -2.3% | -20.2% | +18.0% | +3.6% |
| 30D | +7.4% | -30.8% | +38.2% | +18.3% |
| 3M | +10.9% | -10.2% | +21.1% | +13.3% |
| 6M | +24.7% | +8.0% | +16.6% | +20.0% |
| YTD | -22.0% | +1.5% | -23.4% | -24.1% |
| 1Y | -11.2% | -6.9% | -4.3% | -11.6% |
| 3Y | +3.9% | -10.9% | +14.8% | +2.8% |
| 5Y | -13.9% | -42.2% | +28.2% | -11.7% |
| All | -13.9% | -42.7% | +28.8% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling