+21.0%
CTSH vs XME
+412.4%
-391.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.2% | -2.7% |
| 7D | -8.2% | -0.2% | -8.0% | -8.2% |
| 30D | +0.4% | +1.4% | -1.0% | -0.2% |
| 3M | +10.6% | +2.7% | +7.8% | +8.6% |
| 6M | -8.8% | +6.5% | -15.3% | -12.7% |
| YTD | -28.6% | +15.2% | -43.8% | -34.4% |
| 1Y | -15.9% | +43.5% | -59.4% | -29.9% |
| 3Y | -13.9% | +135.9% | -149.7% | -42.9% |
| 5Y | -17.1% | +181.5% | -198.5% | -50.4% |
| 10Y | +21.0% | +436.9% | -415.8% | -50.3% |
| All | +21.0% | +412.4% | -391.4% | -50.3% |
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