+58.1%
XLE vs CTSH
+3.1%
+55.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.4% |
| 7D | -12.0% | -0.6% | -11.4% | -12.0% |
| 30D | -2.7% | +13.4% | -16.2% | -4.9% |
| 3M | +6.6% | +14.4% | -7.9% | +3.8% |
| 6M | +9.5% | +27.7% | -18.2% | +4.3% |
| YTD | +40.6% | -20.6% | +61.2% | +49.3% |
| 1Y | +43.6% | -9.1% | +52.7% | +45.4% |
| 3Y | +58.1% | +3.1% | +55.0% | +43.4% |
| All | +58.1% | +3.1% | +55.0% | +43.4% |
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