+136.8%
XLP vs CTSH
+37.5%
+99.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.7% |
| 7D | -0.5% | -2.1% | +1.5% | -0.1% |
| 30D | +8.3% | +8.0% | +0.4% | +6.3% |
| 3M | +8.7% | +10.6% | -1.9% | +5.7% |
| 6M | +11.2% | +32.5% | -21.3% | +2.8% |
| YTD | +20.0% | -21.0% | +41.0% | +25.1% |
| 1Y | +21.3% | -9.9% | +31.3% | +22.1% |
| 3Y | +43.8% | +3.1% | +40.7% | +37.5% |
| 5Y | +43.3% | -13.4% | +56.7% | +41.3% |
| 10Y | +136.8% | +37.1% | +99.6% | +97.7% |
| All | +136.8% | +37.5% | +99.2% | +97.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling