+896.5%
XLV vs CTSH
+10,593.8%
-9,697.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.5% | +0.1% |
| 7D | -3.7% | -8.2% | +4.5% | -2.3% |
| 30D | -1.1% | +0.4% | -1.5% | -1.2% |
| 3M | +8.2% | +10.6% | -2.3% | +5.9% |
| 6M | +8.9% | -8.8% | +17.7% | +9.7% |
| YTD | +8.5% | -28.6% | +37.1% | +13.5% |
| 1Y | +22.3% | -15.9% | +38.2% | +24.3% |
| 3Y | +32.6% | -13.9% | +46.5% | +33.6% |
| 5Y | +34.4% | -17.1% | +51.5% | +35.0% |
| 10Y | +175.4% | +21.0% | +154.4% | +156.9% |
| All | +896.5% | +10,593.8% | -9,697.3% | +432.9% |
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