+406.4%
CTSH vs USO
-73.3%
+479.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -2.1% | -1.9% | -0.2% | -1.8% |
| 30D | +1.4% | -5.2% | +6.6% | +2.2% |
| 3M | +7.5% | +16.4% | -9.0% | +3.7% |
| 6M | +39.6% | +2.5% | +37.1% | +37.0% |
| YTD | -22.3% | +110.5% | -132.8% | -35.6% |
| 1Y | -12.0% | +108.4% | -120.4% | -26.9% |
| 3Y | +1.8% | +99.6% | -97.8% | -16.6% |
| 5Y | -15.8% | +160.1% | -175.9% | -37.6% |
| 10Y | +34.8% | +86.3% | -51.4% | -0.7% |
| All | +406.4% | -73.3% | +479.8% | +472.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 USO 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