+429.4%
XLF vs CTSH
+11,537.8%
-11,108.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +1.0% |
| 7D | +2.7% | -2.1% | +4.8% | +3.2% |
| 30D | +7.6% | +1.4% | +6.2% | +6.9% |
| 3M | +1.1% | +7.5% | -6.4% | -1.6% |
| 6M | +15.9% | +39.6% | -23.7% | +4.0% |
| YTD | +8.4% | -22.3% | +30.8% | +13.3% |
| 1Y | +12.5% | -12.0% | +24.5% | +13.6% |
| 3Y | +81.6% | +1.8% | +79.8% | +75.1% |
| 5Y | +59.3% | -15.8% | +75.1% | +60.0% |
| 10Y | +225.4% | +34.8% | +190.6% | +186.7% |
| All | +429.4% | +11,537.8% | -11,108.5% | +126.7% |
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