-12.2%
CTSH vs XYZ
-62.8%
+50.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.4% | +5.6% | +2.8% |
| 7D | +1.8% | +12.6% | -10.8% | -0.7% |
| 30D | +9.8% | +10.8% | -1.0% | +7.4% |
| 3M | +12.1% | +8.4% | +3.8% | +10.0% |
| 6M | +27.4% | +14.3% | +13.1% | +23.4% |
| YTD | -20.3% | +31.5% | -51.7% | -25.3% |
| 1Y | -8.8% | +28.1% | -36.9% | -14.3% |
| 3Y | +4.0% | +66.2% | -62.1% | -11.1% |
| 5Y | -12.2% | -62.3% | +50.1% | -11.5% |
| All | -12.2% | -62.8% | +50.6% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling