-10.8%
CTSH vs XLB
+24.8%
-35.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.1% |
| 7D | -2.3% | -1.4% | -0.9% | -2.1% |
| 30D | +7.4% | +7.1% | +0.3% | +6.0% |
| 3M | +10.9% | +0.6% | +10.3% | +10.6% |
| 6M | +24.7% | +3.5% | +21.2% | +23.6% |
| YTD | -22.0% | +18.2% | -40.2% | -28.8% |
| All | -10.8% | +24.8% | -35.5% | -22.7% |
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