-8.8%
CTSH vs XLC
+134.3%
-143.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -3.7% |
| 7D | -2.3% | +7.1% | -9.4% | -7.6% |
| 30D | +7.4% | -2.7% | +10.2% | +9.6% |
| 3M | +10.9% | -3.2% | +14.1% | +13.5% |
| 6M | +24.7% | -7.7% | +32.3% | +32.6% |
| YTD | -22.0% | -8.0% | -14.0% | -16.9% |
| 1Y | -11.2% | -3.1% | -8.1% | -9.1% |
| 3Y | +3.9% | +64.9% | -61.0% | -31.0% |
| 5Y | -13.9% | +39.5% | -53.5% | -35.1% |
| All | -8.8% | +134.3% | -143.2% | -59.9% |
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