+44.4%
XLU vs CTSH
-17.2%
+61.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -1.2% | -9.8% | +8.6% | -0.1% |
| 30D | -2.5% | +0.1% | -2.6% | -2.7% |
| 3M | -2.7% | +13.2% | -16.0% | -4.4% |
| 6M | -7.5% | -6.2% | -1.3% | -6.6% |
| YTD | +0.9% | -28.5% | +29.4% | +6.4% |
| 1Y | +3.3% | -13.8% | +17.1% | +4.6% |
| 3Y | +47.3% | -13.7% | +61.0% | +47.3% |
| 5Y | +44.4% | -16.7% | +61.1% | +40.8% |
| All | +44.4% | -17.2% | +61.6% | +40.8% |
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 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