+145.6%
XLK vs CTSH
-17.2%
+162.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -0.4% | -9.8% | +9.4% | +3.0% |
| 30D | -0.5% | +0.1% | -0.6% | -0.8% |
| 3M | +5.0% | +13.2% | -8.2% | -0.8% |
| 6M | +32.9% | -6.2% | +39.0% | +36.2% |
| YTD | +29.0% | -28.5% | +57.4% | +50.4% |
| 1Y | +37.8% | -13.8% | +51.6% | +44.0% |
| 3Y | +118.7% | -13.7% | +132.4% | +124.4% |
| 5Y | +145.6% | -16.7% | +162.2% | +153.3% |
| All | +145.6% | -17.2% | +162.8% | +153.3% |
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