+37.8%
CTSH vs XLB
+173.6%
-135.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -3.2% |
| 7D | -2.3% | -1.4% | -0.9% | -1.3% |
| 30D | +7.4% | +7.1% | +0.3% | +1.7% |
| 3M | +10.9% | +0.6% | +10.3% | +10.1% |
| 6M | +24.7% | +3.5% | +21.2% | +20.4% |
| YTD | -22.0% | +18.2% | -40.2% | -33.3% |
| 1Y | -11.2% | +25.6% | -36.8% | -27.7% |
| 3Y | +3.9% | +46.7% | -42.8% | -26.4% |
| 5Y | -13.9% | +30.9% | -44.8% | -33.2% |
| 10Y | +37.8% | +167.7% | -130.0% | -38.3% |
| All | +37.8% | +173.6% | -135.8% | -38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling