+163.9%
XLE vs CTSH
+39.6%
+124.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.4% |
| 7D | -6.7% | +1.8% | -8.5% | -7.5% |
| 30D | -4.4% | +9.8% | -14.2% | -8.3% |
| 3M | +4.0% | +12.1% | -8.1% | -1.8% |
| 6M | +13.2% | +27.4% | -14.2% | -0.1% |
| YTD | +41.9% | -20.3% | +62.2% | +51.0% |
| 1Y | +41.6% | -8.8% | +50.4% | +41.4% |
| 3Y | +64.0% | +4.0% | +59.9% | +50.5% |
| 5Y | +158.1% | -12.2% | +170.3% | +147.6% |
| 10Y | +163.9% | +38.7% | +125.2% | +106.7% |
| All | +163.9% | +39.6% | +124.3% | +106.7% |
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