-12.0%
CTSH vs DVA
+42.3%
-54.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -2.1% | -8.8% | +6.6% | -2.5% |
| 30D | +1.4% | -3.4% | +4.8% | +1.2% |
| 3M | +7.5% | -2.6% | +10.0% | +7.4% |
| 6M | +39.6% | -11.9% | +51.4% | +39.6% |
| YTD | -22.3% | +53.6% | -76.0% | -7.7% |
| 1Y | -12.0% | +41.9% | -53.8% | +10.8% |
| All | -12.0% | +42.3% | -54.3% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling