+561.3%
XLP vs CTSH
+12,126.2%
-11,564.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -1.9% | -0.9% |
| 7D | +3.5% | +6.4% | -2.9% | +2.8% |
| 30D | +11.6% | +16.3% | -4.7% | +9.7% |
| 3M | +7.6% | +20.0% | -12.3% | +5.4% |
| 6M | +10.0% | +29.9% | -19.9% | +6.4% |
| YTD | +19.7% | -18.4% | +38.1% | +21.2% |
| 1Y | +23.5% | -8.9% | +32.3% | +23.5% |
| 3Y | +44.0% | +6.0% | +38.0% | +41.2% |
| 5Y | +42.7% | -9.3% | +52.0% | +41.3% |
| 10Y | +131.3% | +46.7% | +84.6% | +116.6% |
| All | +561.3% | +12,126.2% | -11,564.9% | +371.1% |
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