+34,813.6%
CTSH vs DVA
+1,505.1%
+33,308.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.1% | -8.8% | +6.6% | -0.6% |
| 30D | +1.4% | -3.4% | +4.8% | +1.8% |
| 3M | +7.5% | -2.6% | +10.0% | +7.7% |
| 6M | +39.6% | -11.9% | +51.4% | +41.8% |
| YTD | -22.3% | +53.6% | -76.0% | -30.0% |
| 1Y | -12.0% | +41.9% | -53.8% | -19.5% |
| 3Y | +1.8% | +97.5% | -95.7% | -13.9% |
| 5Y | -15.8% | +65.0% | -80.8% | -28.3% |
| 10Y | +34.8% | +193.2% | -158.4% | +0.6% |
| All | +34,813.6% | +1,505.1% | +33,308.4% | +20,438.2% |
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