-14.8%
CTSH vs XHB
+37.2%
-52.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.4% | -1.4% | -2.8% |
| 7D | -5.5% | +0.2% | -5.7% | -5.5% |
| 30D | +4.5% | -9.1% | +13.6% | +8.7% |
| 3M | +13.7% | -2.3% | +16.1% | +13.5% |
| 6M | -8.4% | -4.1% | -4.3% | -8.4% |
| YTD | -26.5% | -1.7% | -24.8% | -27.7% |
| 1Y | -13.9% | -15.1% | +1.2% | -9.0% |
| 3Y | -11.3% | +26.8% | -38.2% | -27.9% |
| 5Y | -14.8% | +37.3% | -52.2% | -35.6% |
| All | -14.8% | +37.2% | -52.0% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling