-17.1%
CTSH vs DVA
+41.6%
-58.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.0% |
| 7D | -8.2% | +2.0% | -10.2% | -8.4% |
| 30D | +0.4% | -0.4% | +0.8% | +0.4% |
| 3M | +10.6% | -7.7% | +18.2% | +11.3% |
| 6M | -8.8% | +20.0% | -28.8% | -11.0% |
| YTD | -28.6% | +61.1% | -89.7% | -33.3% |
| 1Y | -15.9% | +33.9% | -49.8% | -19.0% |
| 3Y | -13.9% | +91.5% | -105.4% | -23.3% |
| 5Y | -17.1% | +41.8% | -58.9% | -21.6% |
| All | -17.1% | +41.6% | -58.7% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling