-12.1%
CTSH vs XOP
+76.5%
-88.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | -0.6% | -14.7% | +14.1% | +3.1% |
| 30D | +13.4% | -7.7% | +21.1% | +15.3% |
| 3M | +14.4% | +4.4% | +10.0% | +12.8% |
| 6M | +27.7% | +3.5% | +24.2% | +25.8% |
| YTD | -20.6% | +39.4% | -60.0% | -28.0% |
| 1Y | -9.1% | +39.8% | -48.9% | -17.8% |
| 3Y | +3.1% | +29.7% | -26.6% | -6.8% |
| All | -12.1% | +76.5% | -88.6% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling