-11.3%
CTSH vs OXY
-1.9%
-9.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.0% | -4.9% | -4.0% |
| 7D | -5.5% | -0.5% | -5.0% | -5.4% |
| 30D | +4.5% | +8.5% | -4.0% | +3.0% |
| 3M | +13.7% | +6.0% | +7.7% | +12.2% |
| 6M | -8.4% | +13.0% | -21.4% | -10.9% |
| YTD | -26.5% | +48.9% | -75.4% | -32.5% |
| 1Y | -13.9% | +36.4% | -50.3% | -19.7% |
| 3Y | -11.3% | -2.3% | -9.0% | -17.6% |
| All | -11.3% | -1.9% | -9.5% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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