-3.5%
XLK vs CTSH
+35.3%
-38.8%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.2% |
| 7D | +3.4% | -2.1% | +5.5% | +2.9% |
| 30D | -10.6% | +1.4% | -12.0% | -10.1% |
| 3M | -10.6% | +7.5% | -18.1% | -8.7% |
| 6M | -3.5% | +39.6% | -43.1% | +5.6% |
| All | -3.5% | +35.3% | -38.8% | +5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling