+117.5%
XLK vs CTSH
-14.1%
+131.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -0.4% | -9.8% | +9.4% | +1.2% |
| 30D | -0.5% | +0.1% | -0.6% | -0.6% |
| 3M | +5.0% | +13.2% | -8.2% | +3.2% |
| 6M | +32.9% | -6.2% | +39.0% | +39.4% |
| YTD | +29.0% | -28.5% | +57.4% | +50.3% |
| 1Y | +37.8% | -13.8% | +51.6% | +46.1% |
| All | +117.5% | -14.1% | +131.6% | +140.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling