+81.6%
XLF vs CTSH
+1.7%
+79.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +1.0% |
| 7D | +2.7% | -2.1% | +4.8% | +3.1% |
| 30D | +7.6% | +1.4% | +6.2% | +7.0% |
| 3M | +1.1% | +7.5% | -6.4% | -1.3% |
| 6M | +15.9% | +39.6% | -23.7% | +4.0% |
| YTD | +8.4% | -22.3% | +30.8% | +19.1% |
| 1Y | +12.5% | -12.0% | +24.5% | +17.4% |
| 3Y | +81.6% | +1.8% | +79.8% | +78.4% |
| All | +81.6% | +1.7% | +79.9% | +78.4% |
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