+34,247.0%
CTSH vs DTE
+1,171.9%
+33,075.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.3% |
| 7D | -2.7% | +0.2% | -2.9% | -2.8% |
| 30D | +12.4% | -2.6% | +14.9% | +13.6% |
| 3M | +17.4% | -3.9% | +21.3% | +19.2% |
| 6M | -3.1% | -7.9% | +4.8% | -0.1% |
| YTD | -23.6% | +7.2% | -30.7% | -27.1% |
| 1Y | -10.8% | +3.1% | -13.9% | -13.5% |
| 3Y | -8.3% | +47.6% | -55.9% | -26.6% |
| 5Y | -11.3% | +32.7% | -44.0% | -26.1% |
| 10Y | +22.6% | +138.8% | -116.1% | -26.4% |
| All | +34,247.0% | +1,171.9% | +33,075.1% | +9,644.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling