-10.7%
CTSH vs XLC
+143.7%
-154.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -2.7% |
| 7D | -2.7% | -0.8% | -1.9% | -2.0% |
| 30D | +12.4% | +1.0% | +11.3% | +11.5% |
| 3M | +17.4% | -0.7% | +18.1% | +18.1% |
| 6M | -3.1% | -5.1% | +2.1% | +1.0% |
| YTD | -23.6% | -4.3% | -19.3% | -20.8% |
| 1Y | -10.8% | -0.6% | -10.3% | -10.5% |
| 3Y | -8.3% | +72.7% | -81.0% | -41.2% |
| 5Y | -11.3% | +38.0% | -49.3% | -32.1% |
| All | -10.7% | +143.7% | -154.4% | -61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling