+962.3%
DIA vs CTSH
+35,575.5%
-34,613.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.1% |
| 7D | -0.9% | -0.6% | -0.4% | -0.8% |
| 30D | +0.3% | +13.4% | -13.1% | -2.3% |
| 3M | -4.5% | +14.4% | -18.9% | -7.3% |
| 6M | +3.4% | +27.7% | -24.4% | -2.6% |
| YTD | +7.8% | -20.6% | +28.4% | +10.6% |
| 1Y | +10.7% | -9.1% | +19.9% | +10.7% |
| 3Y | +57.5% | +3.1% | +54.5% | +53.2% |
| 5Y | +53.7% | -11.8% | +65.5% | +52.7% |
| 10Y | +247.2% | +42.7% | +204.5% | +214.3% |
| All | +962.3% | +35,575.5% | -34,613.2% | +391.5% |
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