+985.3%
DIA vs CTSH
+34,958.1%
-33,972.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.5% |
| 7D | +0.8% | -2.3% | +3.1% | +1.2% |
| 30D | +1.4% | +7.4% | -6.0% | -0.1% |
| 3M | -2.7% | +10.9% | -13.6% | -5.0% |
| 6M | +6.2% | +24.7% | -18.4% | +0.5% |
| YTD | +10.1% | -22.0% | +32.1% | +13.4% |
| 1Y | +13.0% | -11.2% | +24.2% | +13.5% |
| 3Y | +61.9% | +3.9% | +58.0% | +57.2% |
| 5Y | +57.1% | -13.9% | +71.0% | +56.7% |
| 10Y | +240.9% | +37.8% | +203.1% | +210.5% |
| All | +985.3% | +34,958.1% | -33,972.8% | +403.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling