+38.7%
CTSH vs XME
+270.2%
-231.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.9% |
| 7D | +1.8% | -0.2% | +2.0% | +1.6% |
| 30D | +9.8% | -9.2% | +19.0% | +12.7% |
| 3M | +12.1% | -17.8% | +29.9% | +18.5% |
| 6M | +27.4% | -20.0% | +47.4% | +34.3% |
| YTD | -20.3% | -6.6% | -13.7% | -22.2% |
| 1Y | -8.8% | +1.8% | -10.6% | -14.2% |
| 3Y | +4.0% | +98.7% | -94.7% | -28.3% |
| 5Y | -12.2% | +123.9% | -136.1% | -44.2% |
| 10Y | +38.7% | +277.9% | -239.2% | -38.8% |
| All | +38.7% | +270.2% | -231.5% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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