+422.3%
XLF vs CTSH
+11,349.0%
-10,926.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | +0.2% |
| 7D | 0.0% | -2.7% | +2.7% | +0.7% |
| 30D | +0.2% | +12.4% | -12.2% | -3.0% |
| 3M | +11.7% | +17.4% | -5.7% | +5.9% |
| 6M | +13.8% | -3.1% | +16.9% | +13.1% |
| YTD | +7.0% | -23.6% | +30.6% | +13.0% |
| 1Y | +9.1% | -10.8% | +20.0% | +10.2% |
| 3Y | +75.6% | -8.3% | +83.9% | +75.1% |
| 5Y | +66.4% | -11.3% | +77.8% | +65.9% |
| 10Y | +250.3% | +22.6% | +227.7% | +216.2% |
| All | +422.3% | +11,349.0% | -10,926.7% | +125.9% |
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 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