+22.5%
CTSH vs XRT
+123.1%
-100.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.7% | -2.7% |
| 7D | -5.5% | -0.3% | -5.2% | -5.3% |
| 30D | +4.5% | -5.6% | +10.1% | +7.6% |
| 3M | +13.7% | +2.5% | +11.2% | +12.1% |
| 6M | -8.4% | +3.7% | -12.1% | -10.4% |
| YTD | -26.5% | +1.0% | -27.5% | -27.1% |
| 1Y | -13.9% | -1.2% | -12.7% | -13.7% |
| 3Y | -11.3% | +43.4% | -54.7% | -27.5% |
| 5Y | -14.8% | -0.7% | -14.1% | -18.2% |
| 10Y | +22.5% | +123.7% | -101.2% | -39.4% |
| All | +22.5% | +123.1% | -100.6% | -39.4% |
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