+34.1%
CTSH vs XOP
+53.9%
-19.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | -2.6% | +6.3% | -9.0% | -4.1% |
| 30D | +0.9% | -6.6% | +7.5% | +2.3% |
| 3M | +6.9% | +3.6% | +3.3% | +5.6% |
| 6M | +38.8% | +10.8% | +28.1% | +34.6% |
| YTD | -22.7% | +48.3% | -71.0% | -30.9% |
| 1Y | -12.4% | +42.9% | -55.3% | -21.0% |
| 3Y | +1.3% | +43.3% | -42.0% | -10.0% |
| 5Y | -16.3% | +94.0% | -110.2% | -32.9% |
| All | +34.1% | +53.9% | -19.7% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 10y: compounded portfolio wealth divided by compounded XOP 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…
10y analysis · Full analysis span regression · 6 months rolling