+350.8%
CTSH vs XME
+184.7%
+166.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.5% | -7.2% | -4.0% |
| 7D | -2.3% | +0.9% | -3.2% | -3.0% |
| 30D | +7.4% | -7.3% | +14.7% | +10.0% |
| 3M | +10.9% | -14.8% | +25.7% | +17.0% |
| 6M | +24.7% | -18.4% | +43.0% | +31.5% |
| YTD | -22.0% | -4.7% | -17.3% | -24.5% |
| 1Y | -11.2% | +5.7% | -16.9% | -18.1% |
| 3Y | +3.9% | +104.0% | -100.1% | -31.1% |
| 5Y | -13.9% | +122.4% | -136.4% | -46.9% |
| 10Y | +37.8% | +285.4% | -247.6% | -39.8% |
| All | +350.8% | +184.7% | +166.1% | +72.5% |
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