+459.9%
DDOG vs CTSH
+5.8%
+454.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.6% | +0.9% |
| 7D | -6.1% | -5.5% | -0.6% | -3.1% |
| 30D | -10.1% | +4.5% | -14.6% | -12.6% |
| 3M | -9.3% | +13.7% | -23.0% | -17.6% |
| 6M | +67.2% | -8.4% | +75.6% | +73.1% |
| YTD | +54.6% | -26.5% | +81.1% | +82.4% |
| 1Y | +54.1% | -13.9% | +68.0% | +62.7% |
| 3Y | +115.3% | -11.3% | +126.6% | +120.0% |
| 5Y | +50.6% | -14.8% | +65.5% | +59.5% |
| All | +459.9% | +5.8% | +454.0% | +425.0% |
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