-12.2%
CTSH vs XHB
+32.7%
-44.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +3.3% |
| 7D | +1.8% | +1.2% | +0.7% | +1.2% |
| 30D | +9.8% | +8.9% | +0.9% | +5.6% |
| 3M | +12.1% | -4.2% | +16.3% | +13.7% |
| 6M | +27.4% | +1.4% | +26.1% | +24.5% |
| YTD | -20.3% | +1.2% | -21.5% | -22.8% |
| 1Y | -8.8% | -1.3% | -7.5% | -10.7% |
| 3Y | +4.0% | +36.6% | -32.5% | -19.0% |
| 5Y | -12.2% | +34.3% | -46.5% | -33.7% |
| All | -12.2% | +32.7% | -44.9% | -33.7% |
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