+640.9%
XLU vs CTSH
+10,593.8%
-9,952.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.8% |
| 7D | +0.6% | -8.2% | +8.8% | +1.7% |
| 30D | -0.4% | +0.4% | -0.8% | -0.6% |
| 3M | -1.7% | +10.6% | -12.3% | -3.4% |
| 6M | -7.1% | -8.8% | +1.7% | -6.8% |
| YTD | +1.9% | -28.6% | +30.5% | +5.2% |
| 1Y | +6.1% | -15.9% | +22.0% | +7.1% |
| 3Y | +48.8% | -13.9% | +62.6% | +49.0% |
| 5Y | +43.8% | -17.1% | +60.9% | +43.6% |
| 10Y | +143.2% | +21.0% | +122.2% | +129.4% |
| All | +640.9% | +10,593.8% | -9,952.9% | +423.9% |
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