-13.7%
CTSH vs XLRE
+30.1%
-43.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.7% |
| 7D | -9.8% | -2.7% | -7.1% | -8.4% |
| 30D | +0.1% | -2.3% | +2.4% | +1.5% |
| 3M | +13.2% | -3.5% | +16.7% | +15.7% |
| 6M | -6.2% | +1.9% | -8.1% | -7.1% |
| YTD | -28.5% | +8.3% | -36.8% | -31.7% |
| 1Y | -13.8% | +6.4% | -20.2% | -17.0% |
| All | -13.7% | +30.1% | -43.8% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling