+12.3%
XLI vs CTSH
-7.5%
+19.8%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.1% | -0.9% |
| 7D | +0.6% | -0.9% | +1.4% | +0.6% |
| 30D | -0.4% | +13.1% | -13.5% | +0.3% |
| 3M | -8.8% | +17.9% | -26.7% | -7.9% |
| 6M | -0.4% | +28.5% | -28.9% | +2.1% |
| YTD | +10.1% | -19.3% | +29.4% | +17.1% |
| 1Y | +12.3% | -7.6% | +19.9% | +14.6% |
| All | +12.3% | -7.5% | +19.8% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling