+1,477.5%
XLK vs CTSH
+10,909.8%
-9,432.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.2% | +1.4% |
| 7D | +2.3% | -5.5% | +7.8% | +3.9% |
| 30D | -0.1% | +4.5% | -4.6% | -1.5% |
| 3M | +2.1% | +13.7% | -11.6% | -3.2% |
| 6M | +37.2% | -8.4% | +45.6% | +37.5% |
| YTD | +30.8% | -26.5% | +57.3% | +39.0% |
| 1Y | +42.6% | -13.9% | +56.6% | +44.4% |
| 3Y | +121.8% | -11.3% | +133.1% | +121.9% |
| 5Y | +145.7% | -14.8% | +160.5% | +147.9% |
| 10Y | +782.1% | +22.5% | +759.6% | +695.4% |
| All | +1,477.5% | +10,909.8% | -9,432.3% | +393.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling