+42.7%
XLP vs CTSH
-9.4%
+52.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -1.9% | -0.9% |
| 7D | +3.5% | +6.4% | -2.9% | +2.4% |
| 30D | +11.6% | +16.3% | -4.7% | +8.8% |
| 3M | +7.6% | +20.0% | -12.3% | +4.2% |
| 6M | +10.0% | +29.9% | -19.9% | +4.5% |
| YTD | +19.7% | -18.4% | +38.1% | +23.5% |
| 1Y | +23.5% | -8.9% | +32.3% | +24.2% |
| 3Y | +44.0% | +6.0% | +38.0% | +38.3% |
| 5Y | +42.7% | -9.3% | +52.0% | +39.6% |
| All | +42.7% | -9.4% | +52.1% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling