+18.7%
CTSH vs DTE
+141.0%
-122.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.8% |
| 7D | -9.8% | -2.0% | -7.8% | -9.0% |
| 30D | +0.1% | -2.4% | +2.5% | +1.1% |
| 3M | +13.2% | -7.3% | +20.5% | +16.8% |
| 6M | -6.2% | -7.6% | +1.4% | -3.6% |
| YTD | -28.5% | +5.8% | -34.3% | -31.4% |
| 1Y | -13.8% | +2.3% | -16.1% | -16.1% |
| 3Y | -13.7% | +45.0% | -58.7% | -30.8% |
| 5Y | -16.7% | +33.2% | -49.9% | -31.1% |
| All | +18.7% | +141.0% | -122.2% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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