+360.7%
CTSH vs XOP
+69.0%
+291.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.9% |
| 7D | +1.8% | -8.4% | +10.2% | +4.9% |
| 30D | +9.8% | -8.4% | +18.2% | +12.9% |
| 3M | +12.1% | +0.2% | +12.0% | +11.5% |
| 6M | +27.4% | +7.2% | +20.2% | +23.0% |
| YTD | -20.3% | +40.8% | -61.1% | -31.1% |
| 1Y | -8.8% | +36.3% | -45.1% | -20.3% |
| 3Y | +4.0% | +37.2% | -33.1% | -11.3% |
| 5Y | -12.2% | +86.6% | -98.8% | -36.9% |
| 10Y | +38.7% | +44.0% | -5.3% | -7.8% |
| All | +360.7% | +69.0% | +291.7% | +108.0% |
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