+64.4%
XLF vs CTSH
-17.3%
+81.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.5% |
| 7D | -1.0% | -8.2% | +7.2% | +1.8% |
| 30D | -1.3% | +0.4% | -1.7% | -1.6% |
| 3M | +9.1% | +10.6% | -1.4% | +4.4% |
| 6M | +14.4% | -8.8% | +23.2% | +17.5% |
| YTD | +5.1% | -28.6% | +33.7% | +18.7% |
| 1Y | +8.6% | -15.9% | +24.6% | +13.9% |
| 3Y | +74.4% | -13.9% | +88.3% | +78.4% |
| 5Y | +64.4% | -17.1% | +81.5% | +63.1% |
| All | +64.4% | -17.3% | +81.6% | +63.1% |
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