+13,048.5%
CTSH vs XLB
+834.1%
+12,214.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +1.8% | +0.5% | +1.3% | +1.3% |
| 30D | +9.8% | +6.9% | +2.9% | +4.3% |
| 3M | +12.1% | -0.2% | +12.3% | +12.0% |
| 6M | +27.4% | +3.3% | +24.1% | +23.3% |
| YTD | -20.3% | +18.0% | -38.3% | -31.0% |
| 1Y | -8.8% | +24.2% | -33.0% | -24.1% |
| 3Y | +4.0% | +44.7% | -40.7% | -23.4% |
| 5Y | -12.2% | +31.6% | -43.8% | -30.7% |
| 10Y | +38.7% | +164.2% | -125.5% | -36.4% |
| All | +13,048.5% | +834.1% | +12,214.4% | +2,233.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling