+34,247.0%
CTSH vs DVA
+1,591.9%
+32,655.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -3.8% |
| 7D | -2.7% | +1.8% | -4.5% | -3.0% |
| 30D | +12.4% | -2.5% | +14.9% | +12.8% |
| 3M | +17.4% | -4.3% | +21.6% | +17.8% |
| 6M | -3.1% | +18.9% | -21.9% | -7.2% |
| YTD | -23.6% | +61.9% | -85.5% | -31.6% |
| 1Y | -10.8% | +35.7% | -46.6% | -17.6% |
| 3Y | -8.3% | +78.6% | -86.9% | -21.2% |
| 5Y | -11.3% | +39.2% | -50.5% | -21.9% |
| 10Y | +22.6% | +184.0% | -161.4% | -8.0% |
| All | +34,247.0% | +1,591.9% | +32,655.1% | +19,958.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling