+35,040.8%
CTSH vs DVA
+1,500.6%
+33,540.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.1% | +4.1% | -0.1% |
| 7D | -4.2% | -10.7% | +6.5% | -2.3% |
| 30D | +3.9% | -4.4% | +8.3% | +4.6% |
| 3M | +10.2% | -4.1% | +14.3% | +10.7% |
| 6M | +35.3% | -13.2% | +48.5% | +37.8% |
| YTD | -21.8% | +53.2% | -75.0% | -29.5% |
| 1Y | -12.1% | +40.8% | -53.0% | -19.5% |
| 3Y | +2.0% | +109.7% | -107.7% | -14.7% |
| 5Y | -15.3% | +64.5% | -79.8% | -27.8% |
| 10Y | +35.7% | +192.4% | -156.7% | +1.4% |
| All | +35,040.8% | +1,500.6% | +33,540.1% | +20,582.4% |
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