-14.1%
CTSH vs XLC
+142.6%
-156.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.4% | -3.5% |
| 7D | -5.5% | +0.6% | -6.1% | -5.9% |
| 30D | +4.5% | +0.2% | +4.3% | +4.3% |
| 3M | +13.7% | +0.6% | +13.1% | +13.3% |
| 6M | -8.4% | -4.5% | -3.9% | -5.1% |
| YTD | -26.5% | -4.7% | -21.8% | -23.6% |
| 1Y | -13.9% | -1.7% | -12.3% | -12.8% |
| 3Y | -11.3% | +72.3% | -83.6% | -43.1% |
| 5Y | -14.8% | +37.8% | -52.6% | -34.7% |
| All | -14.1% | +142.6% | -156.7% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 10y: compounded portfolio wealth divided by compounded XLC 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…
10y analysis · Full analysis span regression · 6 months rolling