-13.9%
CTSH vs XYZ
+4.8%
-18.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.6% |
| 7D | -8.2% | -3.7% | -4.5% | -7.2% |
| 30D | +0.4% | +0.5% | -0.1% | +0.3% |
| 3M | +10.6% | +16.3% | -5.7% | +5.9% |
| 6M | -8.8% | +21.1% | -30.0% | -13.9% |
| YTD | -28.6% | +22.0% | -50.6% | -33.6% |
| All | -13.9% | +4.8% | -18.7% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling