+75.2%
XLF vs CTSH
-11.4%
+86.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.5% | -0.4% |
| 7D | +0.2% | -5.5% | +5.6% | +1.6% |
| 30D | -0.5% | +4.5% | -5.0% | -1.8% |
| 3M | +10.6% | +13.7% | -3.1% | +6.6% |
| 6M | +14.3% | -8.4% | +22.7% | +18.4% |
| YTD | +5.5% | -26.5% | +32.0% | +17.9% |
| 1Y | +9.6% | -13.9% | +23.5% | +14.5% |
| 3Y | +75.2% | -11.3% | +86.5% | +78.9% |
| All | +75.2% | -11.4% | +86.6% | +78.9% |
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