+162.6%
XLE vs CTSH
-13.6%
+176.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.7% | +2.0% |
| 7D | -0.2% | -2.1% | +1.8% | +0.1% |
| 30D | -4.0% | +8.0% | -12.0% | -5.8% |
| 3M | +4.6% | +10.6% | -6.0% | +1.8% |
| 6M | +12.3% | +32.5% | -20.2% | +4.5% |
| YTD | +44.5% | -21.0% | +65.5% | +52.1% |
| 1Y | +42.4% | -9.9% | +52.3% | +44.0% |
| 3Y | +67.0% | +3.1% | +63.9% | +60.7% |
| All | +162.6% | -13.6% | +176.1% | +150.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling