+230.3%
XLI vs CTSH
+36.8%
+193.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | +0.9% | -2.1% | +2.9% | +1.5% |
| 30D | +1.1% | +8.0% | -6.9% | -2.4% |
| 3M | -7.7% | +10.6% | -18.3% | -12.3% |
| 6M | -1.8% | +32.5% | -34.3% | -15.0% |
| YTD | +11.1% | -21.0% | +32.1% | +18.9% |
| 1Y | +12.1% | -9.9% | +22.0% | +12.8% |
| 3Y | +73.8% | +3.1% | +70.7% | +61.3% |
| 5Y | +73.8% | -13.4% | +87.2% | +70.8% |
| All | +230.3% | +36.8% | +193.5% | +165.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling