+22.2%
CTSH vs XLRE
+89.0%
-66.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.3% |
| 7D | -3.7% | -1.2% | -2.5% | -2.9% |
| 30D | +3.7% | -2.4% | +6.1% | +5.6% |
| 3M | +17.9% | -2.5% | +20.4% | +20.3% |
| 6M | -2.6% | +4.0% | -6.6% | -5.5% |
| YTD | -26.4% | +9.3% | -35.7% | -31.2% |
| 1Y | -13.0% | +5.6% | -18.6% | -16.8% |
| 3Y | -11.2% | +31.3% | -42.5% | -28.7% |
| 5Y | -14.3% | +9.5% | -23.8% | -21.7% |
| All | +22.2% | +89.0% | -66.9% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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