+7.4%
DASH vs CTSH
-11.4%
+18.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.6% | -1.0% | -2.5% |
| 7D | -10.6% | -2.7% | -7.9% | -9.1% |
| 30D | +2.2% | +12.4% | -10.2% | -4.8% |
| 3M | +32.3% | +17.4% | +14.9% | +17.9% |
| 6M | +19.1% | -3.1% | +22.2% | +20.4% |
| YTD | -6.5% | -23.6% | +17.1% | +10.0% |
| 1Y | -14.9% | -10.8% | -4.1% | -10.6% |
| 3Y | +151.9% | -8.3% | +160.2% | +151.6% |
| All | +7.4% | -11.4% | +18.8% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling