+341.6%
CTSH vs XOP
+82.9%
+258.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.3% |
| 7D | -2.7% | +2.6% | -5.3% | -3.6% |
| 30D | +12.4% | +15.4% | -3.1% | +6.5% |
| 3M | +17.4% | +12.1% | +5.3% | +12.1% |
| 6M | -3.1% | +19.7% | -22.8% | -10.3% |
| YTD | -23.6% | +52.4% | -76.0% | -35.5% |
| 1Y | -10.8% | +47.6% | -58.4% | -24.2% |
| 3Y | -8.3% | +34.4% | -42.7% | -21.1% |
| 5Y | -11.3% | +154.4% | -165.7% | -43.5% |
| 10Y | +22.6% | +54.7% | -32.1% | -20.7% |
| All | +341.6% | +82.9% | +258.7% | +94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling