+7.8%
CTSH vs XLRE
+112.0%
-104.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.1% |
| 7D | -2.7% | -1.2% | -1.5% | -1.8% |
| 30D | +12.4% | -2.8% | +15.2% | +14.7% |
| 3M | +17.4% | -0.2% | +17.6% | +17.7% |
| 6M | -3.1% | +1.9% | -5.0% | -4.6% |
| YTD | -23.6% | +10.6% | -34.1% | -29.1% |
| 1Y | -10.8% | +8.8% | -19.6% | -16.6% |
| 3Y | -8.3% | +31.5% | -39.8% | -26.3% |
| 5Y | -11.3% | +6.6% | -17.9% | -17.3% |
| 10Y | +22.6% | +84.0% | -61.4% | -23.3% |
| All | +7.8% | +112.0% | -104.2% | -39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling