+44.0%
XLP vs CTSH
+2.4%
+41.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.1% |
| 7D | +0.1% | -2.3% | +2.4% | +0.3% |
| 30D | +8.9% | +7.4% | +1.5% | +8.1% |
| 3M | +7.5% | +10.9% | -3.4% | +6.1% |
| 6M | +9.4% | +24.7% | -15.2% | +6.1% |
| YTD | +19.3% | -22.0% | +41.2% | +22.7% |
| 1Y | +21.7% | -11.2% | +32.9% | +22.1% |
| 3Y | +44.0% | +3.9% | +40.1% | +33.8% |
| All | +44.0% | +2.4% | +41.6% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling