+341.6%
CTSH vs XME
+242.3%
+99.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | +12.4% | +6.0% | +6.4% | +9.4% |
| 3M | +17.4% | -7.7% | +25.1% | +19.7% |
| 6M | -3.1% | +1.0% | -4.0% | -6.2% |
| YTD | -23.6% | +14.6% | -38.2% | -30.8% |
| 1Y | -10.8% | +46.0% | -56.8% | -28.3% |
| 3Y | -8.3% | +127.0% | -135.3% | -41.1% |
| 5Y | -11.3% | +175.8% | -187.1% | -49.7% |
| 10Y | +22.6% | +414.6% | -392.0% | -52.6% |
| All | +341.6% | +242.3% | +99.3% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling