+54.6%
XLE vs CTSH
-8.2%
+62.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.3% |
| 7D | +2.2% | -2.7% | +4.9% | +2.6% |
| 30D | +11.8% | +12.4% | -0.6% | +9.7% |
| 3M | +9.8% | +17.4% | -7.5% | +7.1% |
| 6M | +15.6% | -3.1% | +18.7% | +17.0% |
| YTD | +45.3% | -23.6% | +68.8% | +55.1% |
| 1Y | +48.3% | -10.8% | +59.1% | +50.2% |
| All | +54.6% | -8.2% | +62.8% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling