+21.0%
CTSH vs XHB
+202.9%
-181.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.1% |
| 7D | -8.2% | -1.9% | -6.3% | -7.2% |
| 30D | +0.4% | -8.3% | +8.7% | +5.1% |
| 3M | +10.6% | -7.1% | +17.7% | +13.6% |
| 6M | -8.8% | -5.3% | -3.6% | -8.3% |
| YTD | -28.6% | -3.2% | -25.4% | -29.4% |
| 1Y | -15.9% | -13.9% | -2.1% | -11.3% |
| 3Y | -13.9% | +24.9% | -38.8% | -30.4% |
| 5Y | -17.1% | +34.5% | -51.6% | -37.5% |
| 10Y | +21.0% | +215.5% | -194.4% | -49.1% |
| All | +21.0% | +202.9% | -181.9% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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