+250.2%
XLI vs CTSH
+21.4%
+228.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -2.3% | -9.8% | +7.5% | +1.4% |
| 30D | -8.2% | +0.1% | -8.3% | -8.5% |
| 3M | +0.8% | +13.2% | -12.5% | -5.5% |
| 6M | +0.8% | -6.2% | +7.0% | +1.3% |
| YTD | +10.5% | -28.5% | +39.0% | +23.6% |
| 1Y | +14.1% | -13.8% | +27.9% | +16.8% |
| 3Y | +68.6% | -13.7% | +82.3% | +70.3% |
| 5Y | +80.4% | -16.7% | +97.1% | +80.5% |
| All | +250.2% | +21.4% | +228.8% | +198.5% |
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