+135.9%
XLU vs CTSH
+24.9%
+111.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -1.0% |
| 7D | -1.6% | -3.7% | +2.1% | -0.8% |
| 30D | -3.3% | +3.7% | -7.0% | -4.3% |
| 3M | -3.2% | +17.9% | -21.1% | -7.8% |
| 6M | -7.0% | -2.6% | -4.3% | -7.4% |
| YTD | +0.6% | -26.4% | +27.0% | +7.7% |
| 1Y | +2.4% | -13.0% | +15.5% | +3.8% |
| 3Y | +46.3% | -11.2% | +57.5% | +45.0% |
| 5Y | +44.0% | -14.3% | +58.3% | +40.6% |
| All | +135.9% | +24.9% | +111.0% | +87.6% |
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 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