-15.3%
CTSH vs OXY
+98.9%
-114.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.4% |
| 7D | -4.2% | +3.6% | -7.8% | -4.7% |
| 30D | +3.9% | -5.3% | +9.2% | +4.7% |
| 3M | +10.2% | +0.2% | +10.0% | +9.9% |
| 6M | +35.3% | +4.7% | +30.6% | +33.8% |
| YTD | -21.8% | +44.0% | -65.8% | -26.9% |
| 1Y | -12.1% | +42.1% | -54.2% | -17.8% |
| 3Y | +2.0% | +1.2% | +0.9% | -1.1% |
| 5Y | -15.3% | +95.7% | -111.0% | -24.5% |
| All | -15.3% | +98.9% | -114.2% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling