+35.5%
XLV vs CTSH
-14.7%
+50.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.8% |
| 7D | -3.6% | -3.7% | +0.2% | -2.8% |
| 30D | -1.8% | +3.7% | -5.5% | -2.7% |
| 3M | +7.8% | +17.9% | -10.1% | +3.4% |
| 6M | +9.1% | -2.6% | +11.8% | +9.3% |
| YTD | +7.7% | -26.4% | +34.1% | +15.7% |
| 1Y | +20.4% | -13.0% | +33.5% | +23.2% |
| 3Y | +30.8% | -11.2% | +42.0% | +31.7% |
| All | +35.5% | -14.7% | +50.2% | +36.4% |
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