+4.0%
CTSH vs XHB
+38.6%
-34.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +2.9% |
| 7D | +1.8% | +1.2% | +0.7% | +1.4% |
| 30D | +9.8% | +8.9% | +0.9% | +7.0% |
| 3M | +12.1% | -4.2% | +16.3% | +13.1% |
| 6M | +27.4% | +1.4% | +26.1% | +25.2% |
| YTD | -20.3% | +1.2% | -21.5% | -22.1% |
| 1Y | -8.8% | -1.3% | -7.5% | -10.1% |
| 3Y | +4.0% | +36.6% | -32.5% | -9.9% |
| All | +4.0% | +38.6% | -34.5% | -9.9% |
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