+34,813.6%
CTSH vs DTE
+1,217.9%
+33,595.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -2.1% | +3.4% | -5.6% | -3.7% |
| 30D | +1.4% | +8.9% | -7.5% | -2.7% |
| 3M | +7.5% | +1.1% | +6.4% | +6.6% |
| 6M | +39.6% | +0.1% | +39.5% | +38.6% |
| YTD | -22.3% | +11.1% | -33.4% | -27.2% |
| 1Y | -12.0% | +4.9% | -16.9% | -15.3% |
| 3Y | +1.8% | +58.6% | -56.8% | -21.3% |
| 5Y | -15.8% | +47.3% | -63.1% | -33.5% |
| 10Y | +34.8% | +151.3% | -116.5% | -21.1% |
| All | +34,813.6% | +1,217.9% | +33,595.7% | +9,622.2% |
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