-13.9%
CTSH vs XLB
+14.8%
-28.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.9% | -3.7% |
| 7D | -5.5% | -0.2% | -5.2% | -5.4% |
| 30D | +4.5% | -1.7% | +6.3% | +4.8% |
| 3M | +13.7% | +4.4% | +9.4% | +13.1% |
| 6M | -8.4% | +5.0% | -13.4% | -9.3% |
| YTD | -26.5% | +15.5% | -42.0% | -31.4% |
| 1Y | -13.9% | +14.9% | -28.9% | -20.4% |
| All | -13.9% | +14.8% | -28.7% | -20.4% |
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