-13.9%
CTSH vs XLB
+31.5%
-45.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -3.1% |
| 7D | -2.3% | -1.4% | -0.9% | -1.4% |
| 30D | +7.4% | +7.1% | +0.3% | +2.3% |
| 3M | +10.9% | +0.6% | +10.3% | +10.3% |
| 6M | +24.7% | +3.5% | +21.2% | +20.9% |
| YTD | -22.0% | +18.2% | -40.2% | -32.6% |
| 1Y | -11.2% | +25.6% | -36.8% | -27.0% |
| 3Y | +3.9% | +46.7% | -42.8% | -25.5% |
| 5Y | -13.9% | +30.9% | -44.8% | -30.1% |
| All | -13.9% | +31.5% | -45.4% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling