+35.7%
CTSH vs XYZ
+578.7%
-543.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +3.0% | -0.2% |
| 7D | -4.2% | -2.1% | -2.1% | -3.8% |
| 30D | +3.9% | +7.0% | -3.1% | +2.1% |
| 3M | +10.2% | +5.1% | +5.1% | +8.5% |
| 6M | +35.3% | +14.1% | +21.2% | +30.4% |
| YTD | -21.8% | +26.4% | -48.2% | -26.8% |
| 1Y | -12.1% | +25.1% | -37.2% | -17.7% |
| 3Y | +2.0% | +59.7% | -57.7% | -14.2% |
| 5Y | -15.3% | -63.8% | +48.5% | -8.7% |
| All | +35.7% | +578.7% | -543.0% | -25.5% |
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