-12.1%
CTSH vs XRT
-5.3%
-6.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -1.8% |
| 7D | -0.6% | +0.9% | -1.5% | -1.1% |
| 30D | +13.4% | +7.9% | +5.5% | +8.8% |
| 3M | +14.4% | -0.2% | +14.6% | +14.4% |
| 6M | +27.7% | +5.6% | +22.1% | +23.8% |
| YTD | -20.6% | +5.7% | -26.3% | -23.1% |
| 1Y | -9.1% | +14.6% | -23.7% | -15.6% |
| 3Y | +3.1% | +50.7% | -47.6% | -18.2% |
| All | -12.1% | -5.3% | -6.7% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling