+34.1%
CTSH vs XHB
+237.3%
-203.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.6% |
| 7D | -2.6% | -0.2% | -2.4% | -2.7% |
| 30D | +0.9% | +9.9% | -9.1% | -4.5% |
| 3M | +6.9% | -6.3% | +13.2% | +10.1% |
| 6M | +38.8% | +3.8% | +35.0% | +33.1% |
| YTD | -22.7% | +0.1% | -22.8% | -25.3% |
| 1Y | -12.4% | -0.8% | -11.6% | -15.0% |
| 3Y | +1.3% | +35.6% | -34.3% | -22.4% |
| 5Y | -16.3% | +29.6% | -45.8% | -35.4% |
| All | +34.1% | +237.3% | -203.2% | -45.5% |
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