+12,504.4%
CTSH vs XLB
+822.6%
+11,681.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.3% |
| 7D | -2.7% | -1.4% | -1.3% | -1.7% |
| 30D | +12.4% | -0.4% | +12.7% | +12.6% |
| 3M | +17.4% | +2.0% | +15.4% | +15.3% |
| 6M | -3.1% | +1.8% | -4.9% | -5.5% |
| YTD | -23.6% | +16.6% | -40.2% | -33.1% |
| 1Y | -10.8% | +16.9% | -27.8% | -22.3% |
| 3Y | -8.3% | +32.6% | -40.8% | -27.8% |
| 5Y | -11.3% | +35.6% | -47.0% | -31.6% |
| 10Y | +22.6% | +160.0% | -137.4% | -43.1% |
| All | +12,504.4% | +822.6% | +11,681.8% | +2,162.4% |
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 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