+33.6%
XLY vs CTSH
-11.6%
+45.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.1% |
| 7D | -1.7% | -3.7% | +2.0% | -0.7% |
| 30D | -4.2% | +3.7% | -7.9% | -5.2% |
| 3M | -2.7% | +17.9% | -20.6% | -7.4% |
| 6M | -0.6% | -2.6% | +2.0% | +1.2% |
| YTD | -5.0% | -26.4% | +21.4% | +8.1% |
| 1Y | -4.1% | -13.0% | +8.9% | +0.3% |
| 3Y | +33.6% | -11.2% | +44.8% | +40.0% |
| All | +33.6% | -11.6% | +45.2% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling