+34.8%
CTSH vs XEL
+187.7%
-152.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.7% |
| 7D | -2.1% | +2.4% | -4.6% | -3.1% |
| 30D | +1.4% | +8.3% | -6.9% | -1.7% |
| 3M | +7.5% | +4.2% | +3.3% | +5.6% |
| 6M | +39.6% | +3.7% | +35.8% | +36.8% |
| YTD | -22.3% | +13.1% | -35.4% | -27.3% |
| 1Y | -12.0% | +5.0% | -17.0% | -14.9% |
| 3Y | +1.8% | +55.0% | -53.2% | -19.6% |
| 5Y | -15.8% | +51.8% | -67.6% | -34.1% |
| All | +34.8% | +187.7% | -152.9% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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