+248.8%
XLF vs CTSH
+24.9%
+224.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | -0.5% |
| 7D | -1.5% | -3.7% | +2.2% | +0.1% |
| 30D | -1.2% | +3.7% | -4.9% | -2.9% |
| 3M | +9.2% | +17.9% | -8.7% | 0.0% |
| 6M | +16.3% | -2.6% | +19.0% | +15.3% |
| YTD | +5.4% | -26.4% | +31.8% | +18.1% |
| 1Y | +7.6% | -13.0% | +20.6% | +10.8% |
| 3Y | +74.2% | -11.2% | +85.4% | +74.8% |
| 5Y | +66.1% | -14.3% | +80.4% | +65.5% |
| All | +248.8% | +24.9% | +224.0% | +194.3% |
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