+22.5%
CTSH vs XLB
+159.0%
-136.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.9% | -3.1% |
| 7D | -5.5% | -0.2% | -5.2% | -5.3% |
| 30D | +4.5% | -1.7% | +6.3% | +5.9% |
| 3M | +13.7% | +4.4% | +9.4% | +9.7% |
| 6M | -8.4% | +5.0% | -13.4% | -12.9% |
| YTD | -26.5% | +15.5% | -42.0% | -35.8% |
| 1Y | -13.9% | +14.9% | -28.9% | -24.6% |
| 3Y | -11.3% | +34.5% | -45.9% | -32.4% |
| 5Y | -14.8% | +36.5% | -51.4% | -36.1% |
| 10Y | +22.5% | +159.6% | -137.1% | -45.5% |
| All | +22.5% | +159.0% | -136.4% | -45.5% |
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