+65.7%
DIA vs CTSH
-11.4%
+77.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.4% |
| 7D | -0.2% | -2.7% | +2.5% | +0.5% |
| 30D | -1.5% | +12.4% | -13.9% | -4.7% |
| 3M | +3.8% | +17.4% | -13.6% | -1.2% |
| 6M | +10.3% | -3.1% | +13.3% | +11.4% |
| YTD | +12.1% | -23.6% | +35.7% | +22.5% |
| 1Y | +18.6% | -10.8% | +29.5% | +21.9% |
| 3Y | +60.6% | -8.3% | +68.9% | +61.4% |
| All | +65.7% | -11.4% | +77.1% | +62.8% |
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