-13.9%
CTSH vs XEL
+47.8%
-61.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.8% |
| 7D | -8.2% | +0.9% | -9.1% | -8.3% |
| 30D | +0.4% | -0.9% | +1.3% | +0.4% |
| 3M | +10.6% | -1.4% | +12.0% | +10.6% |
| 6M | -8.8% | -5.8% | -3.0% | -8.4% |
| YTD | -28.6% | +4.7% | -33.3% | -29.8% |
| 1Y | -15.9% | +9.1% | -25.0% | -18.3% |
| All | -13.9% | +47.8% | -61.7% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling