+22.2%
CTSH vs DVA
+187.8%
-165.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | -3.7% | -1.3% | -2.4% | -3.5% |
| 30D | +3.7% | 0.0% | +3.7% | +3.7% |
| 3M | +17.9% | -10.9% | +28.9% | +20.1% |
| 6M | -2.6% | +17.3% | -19.9% | -6.8% |
| YTD | -26.4% | +59.8% | -86.2% | -35.0% |
| 1Y | -13.0% | +36.3% | -49.3% | -20.2% |
| 3Y | -11.2% | +88.6% | -99.8% | -27.1% |
| 5Y | -14.3% | +47.5% | -61.8% | -26.9% |
| All | +22.2% | +187.8% | -165.6% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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