+101.5%
CTSH vs XYL
+449.8%
-348.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.6% | -2.6% |
| 7D | -2.7% | -5.0% | +2.3% | -0.2% |
| 30D | +12.4% | -13.2% | +25.6% | +20.2% |
| 3M | +17.4% | -3.7% | +21.1% | +19.0% |
| 6M | -3.1% | -17.7% | +14.6% | +5.4% |
| YTD | -23.6% | -21.5% | -2.0% | -15.1% |
| 1Y | -10.8% | -24.5% | +13.7% | +1.0% |
| 3Y | -8.3% | +6.9% | -15.2% | -14.6% |
| 5Y | -11.3% | -18.1% | +6.7% | -8.0% |
| 10Y | +22.6% | +134.7% | -112.1% | -26.7% |
| All | +101.5% | +449.8% | -348.3% | -16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling