-12.1%
CTSH vs XLC
+34.6%
-46.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.2% | -3.0% |
| 7D | -0.6% | +4.9% | -5.5% | -4.0% |
| 30D | +13.4% | -5.8% | +19.2% | +18.4% |
| 3M | +14.4% | -5.4% | +19.9% | +19.0% |
| 6M | +27.7% | -10.2% | +37.9% | +37.9% |
| YTD | -20.6% | -10.2% | -10.4% | -14.3% |
| 1Y | -9.1% | -5.6% | -3.5% | -5.3% |
| 3Y | +3.1% | +61.0% | -57.9% | -26.3% |
| All | -12.1% | +34.6% | -46.6% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling