+94.5%
XLK vs CTSH
+1.7%
+92.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | +3.4% | -2.1% | +5.5% | +3.6% |
| 30D | -10.6% | +1.4% | -12.0% | -11.1% |
| 3M | -10.6% | +7.5% | -18.1% | -12.1% |
| 6M | -3.5% | +39.6% | -43.1% | -10.6% |
| YTD | +18.7% | -22.3% | +41.0% | +36.2% |
| 1Y | +19.4% | -12.0% | +31.4% | +28.9% |
| 3Y | +94.5% | +1.8% | +92.7% | +102.0% |
| All | +94.5% | +1.7% | +92.8% | +102.0% |
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 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