-9.4%
DASH vs CTSH
-9.4%
-0.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.2% | -10.6% | -10.0% |
| 7D | +0.5% | +6.4% | -5.9% | -2.9% |
| 30D | -7.1% | +16.3% | -23.4% | -15.4% |
| 3M | -13.2% | +20.0% | -33.2% | -23.1% |
| 6M | +8.3% | +29.9% | -21.7% | -10.5% |
| YTD | -20.6% | -18.4% | -2.2% | -11.2% |
| 1Y | -24.4% | -8.9% | -15.5% | -21.7% |
| 3Y | +94.5% | +6.0% | +88.5% | +73.5% |
| 5Y | -9.4% | -9.3% | -0.2% | -5.1% |
| All | -9.4% | -9.4% | -0.1% | -5.1% |
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