+22.2%
CTSH vs XYZ
+610.4%
-588.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | -3.7% | -4.3% | +0.6% | -2.8% |
| 30D | +3.7% | +1.2% | +2.5% | +3.4% |
| 3M | +17.9% | +14.6% | +3.3% | +14.1% |
| 6M | -2.6% | +22.6% | -25.2% | -7.4% |
| YTD | -26.4% | +21.7% | -48.1% | -30.2% |
| 1Y | -13.0% | +6.7% | -19.7% | -15.7% |
| 3Y | -11.2% | +46.8% | -58.1% | -23.9% |
| 5Y | -14.3% | -68.0% | +53.8% | -4.9% |
| All | +22.2% | +610.4% | -588.2% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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