+3.9%
CTSH vs XYL
+5.6%
-1.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.3% |
| 7D | -2.3% | +2.1% | -4.3% | -3.0% |
| 30D | +7.4% | -3.4% | +10.8% | +8.5% |
| 3M | +10.9% | -17.2% | +28.1% | +18.4% |
| 6M | +24.7% | -12.0% | +36.7% | +29.9% |
| YTD | -22.0% | -26.3% | +4.3% | -13.2% |
| 1Y | -11.2% | -33.5% | +22.3% | +3.4% |
| 3Y | +3.9% | +6.4% | -2.6% | -6.3% |
| All | +3.9% | +5.6% | -1.7% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling