+9.7%
CTSH vs XYZ
+638.9%
-629.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.5% |
| 7D | -2.7% | -1.0% | -1.7% | -2.6% |
| 30D | +12.4% | -1.7% | +14.1% | +12.6% |
| 3M | +17.4% | +16.7% | +0.6% | +13.3% |
| 6M | -3.1% | +26.9% | -29.9% | -8.3% |
| YTD | -23.6% | +27.1% | -50.7% | -28.0% |
| 1Y | -10.8% | +9.3% | -20.1% | -13.8% |
| 3Y | -8.3% | +42.3% | -50.6% | -20.2% |
| 5Y | -11.3% | -69.3% | +58.0% | -1.9% |
| 10Y | +22.6% | +586.8% | -564.2% | -24.9% |
| All | +9.7% | +638.9% | -629.2% | -34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling