+246.2%
DIA vs CTSH
+18.8%
+227.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | +0.2% |
| 7D | +0.1% | -5.5% | +5.5% | +2.1% |
| 30D | -2.1% | +4.5% | -6.6% | -3.8% |
| 3M | +4.2% | +13.7% | -9.6% | -2.0% |
| 6M | +11.9% | -8.4% | +20.3% | +13.9% |
| YTD | +10.8% | -26.5% | +37.3% | +22.5% |
| 1Y | +17.5% | -13.9% | +31.4% | +21.0% |
| 3Y | +59.9% | -11.3% | +71.3% | +60.4% |
| 5Y | +64.1% | -14.8% | +79.0% | +63.6% |
| 10Y | +246.2% | +22.5% | +223.7% | +195.1% |
| All | +246.2% | +18.8% | +227.4% | +195.1% |
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 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