+463.4%
CTSH vs XHB
+173.9%
+289.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -4.1% |
| 7D | -2.7% | -1.3% | -1.4% | -2.0% |
| 30D | +12.4% | -6.9% | +19.2% | +16.7% |
| 3M | +17.4% | -1.3% | +18.6% | +16.6% |
| 6M | -3.1% | -6.8% | +3.7% | -1.5% |
| YTD | -23.6% | +0.7% | -24.3% | -26.0% |
| 1Y | -10.8% | -11.2% | +0.4% | -7.5% |
| 3Y | -8.3% | +25.3% | -33.6% | -24.8% |
| 5Y | -11.3% | +37.3% | -48.6% | -32.3% |
| 10Y | +22.6% | +211.5% | -188.9% | -43.9% |
| All | +463.4% | +173.9% | +289.5% | +99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling