+34.1%
CTSH vs XME
+260.6%
-226.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.6% |
| 7D | -2.6% | +0.3% | -3.0% | -2.9% |
| 30D | +0.9% | -6.1% | +7.0% | +2.4% |
| 3M | +6.9% | -18.6% | +25.5% | +13.4% |
| 6M | +38.8% | -23.9% | +62.7% | +49.0% |
| YTD | -22.7% | -9.3% | -13.4% | -23.8% |
| 1Y | -12.4% | +1.8% | -14.2% | -17.7% |
| 3Y | +1.3% | +93.0% | -91.7% | -29.6% |
| 5Y | -16.3% | +107.0% | -123.3% | -45.2% |
| All | +34.1% | +260.6% | -226.4% | -40.9% |
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