-7.6%
CTSH vs XLB
+29.8%
-37.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.6% | +2.5% |
| 7D | -0.9% | +3.9% | -4.8% | -1.7% |
| 30D | +13.1% | +8.9% | +4.2% | +11.1% |
| 3M | +17.9% | +4.1% | +13.7% | +16.8% |
| 6M | +28.5% | +7.3% | +21.2% | +26.4% |
| YTD | -19.3% | +20.4% | -39.7% | -27.0% |
| 1Y | -7.6% | +29.5% | -37.2% | -22.9% |
| All | -7.6% | +29.8% | -37.4% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling