+3.9%
CTSH vs XLB
+44.4%
-40.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.8% |
| 7D | -2.3% | -1.4% | -0.9% | -1.6% |
| 30D | +7.4% | +7.1% | +0.3% | +3.2% |
| 3M | +10.9% | +0.6% | +10.3% | +10.4% |
| 6M | +24.7% | +3.5% | +21.2% | +21.6% |
| YTD | -22.0% | +18.2% | -40.2% | -31.8% |
| 1Y | -11.2% | +25.6% | -36.8% | -26.0% |
| 3Y | +3.9% | +46.7% | -42.8% | -23.7% |
| All | +3.9% | +44.4% | -40.6% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling