+341.6%
CTSH vs XRT
+514.3%
-172.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -4.3% |
| 7D | -2.7% | +0.8% | -3.5% | -3.3% |
| 30D | +12.4% | -4.2% | +16.6% | +15.5% |
| 3M | +17.4% | +5.1% | +12.3% | +13.1% |
| 6M | -3.1% | +2.4% | -5.5% | -5.2% |
| YTD | -23.6% | +3.2% | -26.8% | -25.6% |
| 1Y | -10.8% | +1.5% | -12.3% | -12.4% |
| 3Y | -8.3% | +40.6% | -48.9% | -29.8% |
| 5Y | -11.3% | -1.0% | -10.3% | -16.8% |
| 10Y | +22.6% | +128.4% | -105.8% | -47.2% |
| All | +341.6% | +514.3% | -172.7% | -26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling