+1.8%
CTSH vs XLB
+43.9%
-42.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -2.1% | +0.5% | -2.7% | -2.5% |
| 30D | +1.4% | +5.2% | -3.8% | -1.6% |
| 3M | +7.5% | +0.3% | +7.1% | +7.1% |
| 6M | +39.6% | +1.2% | +38.4% | +38.1% |
| YTD | -22.3% | +16.6% | -39.0% | -31.5% |
| 1Y | -12.0% | +21.4% | -33.4% | -24.9% |
| 3Y | +1.8% | +43.2% | -41.4% | -23.5% |
| All | +1.8% | +43.9% | -42.0% | -23.5% |
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 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