+21.0%
CTSH vs XYL
+140.7%
-119.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.3% |
| 7D | -8.2% | +0.8% | -9.0% | -8.6% |
| 30D | +0.4% | -10.8% | +11.2% | +6.1% |
| 3M | +10.6% | -2.5% | +13.1% | +11.4% |
| 6M | -8.8% | -12.2% | +3.4% | -3.8% |
| YTD | -28.6% | -20.1% | -8.5% | -21.2% |
| 1Y | -15.9% | -20.6% | +4.7% | -6.9% |
| 3Y | -13.9% | +17.3% | -31.2% | -24.2% |
| 5Y | -17.1% | -14.5% | -2.6% | -15.9% |
| 10Y | +21.0% | +150.2% | -129.2% | -26.4% |
| All | +21.0% | +140.7% | -119.7% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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