+37.8%
CTSH vs XRT
+163.3%
-125.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -3.6% |
| 7D | -2.3% | +2.5% | -4.8% | -3.7% |
| 30D | +7.4% | +10.3% | -2.9% | +1.9% |
| 3M | +10.9% | +2.4% | +8.6% | +9.4% |
| 6M | +24.7% | +10.0% | +14.7% | +18.3% |
| YTD | -22.0% | +9.5% | -31.5% | -25.9% |
| 1Y | -11.2% | +17.2% | -28.3% | -18.5% |
| 3Y | +3.9% | +62.0% | -58.1% | -20.5% |
| 5Y | -13.9% | -2.1% | -11.8% | -16.8% |
| 10Y | +37.8% | +152.6% | -114.8% | -32.3% |
| All | +37.8% | +163.3% | -125.5% | -32.3% |
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