-8.8%
CTSH vs XOP
+37.2%
-46.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.1% |
| 7D | +1.8% | -8.4% | +10.2% | +2.5% |
| 30D | +9.8% | -8.4% | +18.2% | +10.4% |
| 3M | +12.1% | +0.2% | +12.0% | +11.7% |
| 6M | +27.4% | +7.2% | +20.2% | +25.7% |
| YTD | -20.3% | +40.8% | -61.1% | -23.1% |
| 1Y | -8.8% | +36.3% | -45.1% | -11.3% |
| All | -8.8% | +37.2% | -46.0% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling