-14.8%
CTSH vs XOP
+156.8%
-171.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.5% | -4.2% |
| 7D | -5.5% | +0.6% | -6.1% | -5.6% |
| 30D | +4.5% | +16.5% | -12.0% | +0.7% |
| 3M | +13.7% | +15.7% | -2.0% | +9.6% |
| 6M | -8.4% | +19.2% | -27.6% | -12.8% |
| YTD | -26.5% | +55.0% | -81.5% | -34.7% |
| 1Y | -13.9% | +54.2% | -68.1% | -23.6% |
| 3Y | -11.3% | +35.9% | -47.2% | -20.4% |
| 5Y | -14.8% | +162.4% | -177.3% | -35.7% |
| All | -14.8% | +156.8% | -171.7% | -35.7% |
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