+988.3%
XLE vs CTSH
+11,791.8%
-10,803.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.5% |
| 7D | -12.0% | -0.6% | -11.4% | -11.9% |
| 30D | -2.7% | +13.4% | -16.2% | -5.5% |
| 3M | +6.6% | +14.4% | -7.9% | +3.1% |
| 6M | +9.5% | +27.7% | -18.2% | +2.6% |
| YTD | +40.6% | -20.6% | +61.2% | +44.4% |
| 1Y | +43.6% | -9.1% | +52.7% | +43.3% |
| 3Y | +58.1% | +3.1% | +55.0% | +52.8% |
| 5Y | +152.2% | -11.8% | +164.0% | +148.5% |
| 10Y | +172.9% | +42.7% | +130.2% | +144.3% |
| All | +988.3% | +11,791.8% | -10,803.5% | +579.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling