-7.7%
CTSH vs XHB
+30.5%
-38.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -3.9% |
| 7D | -2.7% | -1.3% | -1.4% | -2.4% |
| 30D | +12.4% | -6.9% | +19.2% | +14.5% |
| 3M | +17.4% | -1.3% | +18.6% | +16.7% |
| 6M | -3.1% | -6.8% | +3.7% | -1.9% |
| YTD | -23.6% | +0.7% | -24.3% | -25.0% |
| 1Y | -10.8% | -11.2% | +0.4% | -8.3% |
| All | -7.7% | +30.5% | -38.1% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling