-14.8%
CTSH vs XEL
+33.1%
-47.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.5% | -5.4% | -4.1% |
| 7D | -5.5% | +1.3% | -6.8% | -5.7% |
| 30D | +4.5% | -1.5% | +6.0% | +4.8% |
| 3M | +13.7% | -0.2% | +13.9% | +13.6% |
| 6M | -8.4% | -5.4% | -3.0% | -7.6% |
| YTD | -26.5% | +5.6% | -32.1% | -28.3% |
| 1Y | -13.9% | +10.5% | -24.4% | -17.3% |
| 3Y | -11.3% | +49.2% | -60.5% | -23.4% |
| 5Y | -14.8% | +30.1% | -45.0% | -22.9% |
| All | -14.8% | +33.1% | -47.9% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling