+37.1%
CTSH vs XRT
+145.8%
-108.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -2.1% | -1.4% | -0.6% | -1.4% |
| 30D | +8.0% | +9.8% | -1.8% | +2.7% |
| 3M | +10.6% | +3.3% | +7.3% | +8.6% |
| 6M | +32.5% | +13.6% | +18.9% | +23.6% |
| YTD | -21.0% | +9.1% | -30.0% | -24.8% |
| 1Y | -9.9% | +15.1% | -25.0% | -16.6% |
| 3Y | +3.1% | +59.9% | -56.8% | -20.5% |
| 5Y | -13.4% | -1.7% | -11.7% | -16.4% |
| 10Y | +37.1% | +141.1% | -104.0% | -33.6% |
| All | +37.1% | +145.8% | -108.7% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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