+508.9%
XLP vs CTSH
+11,349.0%
-10,840.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.4% |
| 7D | -1.0% | -2.7% | +1.7% | -0.7% |
| 30D | -0.9% | +12.4% | -13.2% | -2.1% |
| 3M | +3.8% | +17.4% | -13.6% | +1.8% |
| 6M | -1.7% | -3.1% | +1.3% | -1.9% |
| YTD | +10.3% | -23.6% | +33.8% | +12.6% |
| 1Y | +7.8% | -10.8% | +18.6% | +8.2% |
| 3Y | +27.2% | -8.3% | +35.5% | +26.8% |
| 5Y | +32.5% | -11.3% | +43.8% | +31.8% |
| 10Y | +101.8% | +22.6% | +79.2% | +92.0% |
| All | +508.9% | +11,349.0% | -10,840.0% | +337.5% |
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