+172.7%
XLE vs CTSH
+21.9%
+150.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | +0.5% |
| 7D | +2.2% | -2.7% | +4.9% | +3.2% |
| 30D | +11.8% | +12.4% | -0.6% | +6.7% |
| 3M | +9.8% | +17.4% | -7.5% | +2.0% |
| 6M | +15.6% | -3.1% | +18.7% | +15.1% |
| YTD | +45.3% | -23.6% | +68.8% | +58.2% |
| 1Y | +48.3% | -10.8% | +59.1% | +50.0% |
| 3Y | +55.4% | -8.3% | +63.7% | +52.5% |
| 5Y | +216.1% | -11.3% | +227.4% | +203.3% |
| All | +172.7% | +21.9% | +150.8% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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