-5.9%
DASH vs CTSH
-11.8%
+5.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.5% |
| 7D | -10.2% | -2.1% | -8.2% | -9.4% |
| 30D | -8.2% | +8.0% | -16.2% | -12.6% |
| 3M | -15.9% | +10.6% | -26.5% | -21.6% |
| 6M | +13.3% | +32.5% | -19.2% | -6.7% |
| YTD | -21.3% | -21.0% | -0.3% | -11.7% |
| 1Y | -11.1% | -9.9% | -1.2% | -8.5% |
| 3Y | +103.8% | +3.1% | +100.7% | +87.5% |
| 5Y | -21.6% | -13.4% | -8.2% | -16.4% |
| All | -5.9% | -11.8% | +5.8% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 10y: compounded portfolio wealth divided by compounded CTSH 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…
10y analysis · Full analysis span regression · 6 months rolling