+111.4%
XLK vs CTSH
-16.1%
+127.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | +3.4% | -2.1% | +5.5% | +4.0% |
| 30D | -10.6% | +1.4% | -12.0% | -11.6% |
| 3M | -10.6% | +7.5% | -18.1% | -13.9% |
| 6M | -3.5% | +39.6% | -43.1% | -17.5% |
| YTD | +18.7% | -22.3% | +41.0% | +33.2% |
| 1Y | +19.4% | -12.0% | +31.4% | +24.9% |
| 3Y | +94.5% | +1.8% | +92.7% | +83.1% |
| All | +111.4% | -16.1% | +127.6% | +121.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling