+35.7%
CTSH vs XEL
+187.3%
-151.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.5% | -1.2% |
| 7D | -4.2% | +1.4% | -5.6% | -4.7% |
| 30D | +3.9% | +9.2% | -5.2% | +0.4% |
| 3M | +10.2% | +4.5% | +5.7% | +8.1% |
| 6M | +35.3% | +3.6% | +31.7% | +32.7% |
| YTD | -21.8% | +12.9% | -34.7% | -26.8% |
| 1Y | -12.1% | +4.1% | -16.2% | -14.8% |
| 3Y | +2.0% | +52.3% | -50.3% | -18.7% |
| 5Y | -15.3% | +51.6% | -66.9% | -33.7% |
| All | +35.7% | +187.3% | -151.6% | -17.0% |
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