-11.3%
CTSH vs XYZ
+43.0%
-54.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.2% | -0.6% | -3.2% |
| 7D | -5.5% | +2.9% | -8.3% | -6.0% |
| 30D | +4.5% | +1.4% | +3.1% | +4.2% |
| 3M | +13.7% | +14.6% | -0.8% | +10.6% |
| 6M | -8.4% | +20.8% | -29.2% | -12.0% |
| YTD | -26.5% | +23.1% | -49.6% | -30.0% |
| 1Y | -13.9% | +5.6% | -19.6% | -16.3% |
| 3Y | -11.3% | +50.9% | -62.2% | -23.4% |
| All | -11.3% | +43.0% | -54.4% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling