+482.6%
CTSH vs XHB
+175.0%
+307.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -2.1% | -4.1% | +2.1% | 0.0% |
| 30D | +8.0% | +9.6% | -1.7% | +2.2% |
| 3M | +10.6% | -6.0% | +16.6% | +13.8% |
| 6M | +32.5% | +2.2% | +30.3% | +28.3% |
| YTD | -21.0% | +1.1% | -22.1% | -24.0% |
| 1Y | -9.9% | -1.7% | -8.2% | -12.0% |
| 3Y | +3.1% | +36.5% | -33.3% | -19.7% |
| 5Y | -13.4% | +33.5% | -46.9% | -33.0% |
| 10Y | +37.1% | +240.9% | -203.8% | -40.5% |
| All | +482.6% | +175.0% | +307.6% | +104.5% |
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