+788.5%
XLK vs CTSH
+24.9%
+763.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +0.1% |
| 7D | +0.2% | -3.7% | +3.9% | +1.7% |
| 30D | -0.6% | +3.7% | -4.3% | -2.5% |
| 3M | +2.6% | +17.9% | -15.4% | -7.0% |
| 6M | +34.0% | -2.6% | +36.6% | +32.2% |
| YTD | +30.7% | -26.4% | +57.1% | +47.1% |
| 1Y | +39.2% | -13.0% | +52.2% | +42.7% |
| 3Y | +120.4% | -11.2% | +131.6% | +120.3% |
| 5Y | +148.8% | -14.3% | +163.1% | +149.6% |
| All | +788.5% | +24.9% | +763.6% | +662.2% |
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