+124.6%
XLP vs CTSH
+37.6%
+86.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.5% | -0.7% |
| 7D | +0.7% | -0.6% | +1.3% | +0.9% |
| 30D | +10.3% | +13.4% | -3.1% | +7.0% |
| 3M | +6.5% | +14.4% | -7.9% | +2.8% |
| 6M | +8.4% | +27.7% | -19.3% | +1.1% |
| YTD | +18.2% | -20.6% | +38.8% | +23.1% |
| 1Y | +22.4% | -9.1% | +31.6% | +22.9% |
| 3Y | +41.9% | +3.1% | +38.8% | +35.7% |
| 5Y | +40.9% | -11.8% | +52.6% | +38.2% |
| All | +124.6% | +37.6% | +86.9% | +87.7% |
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