+356.7%
CTSH vs XOP
+73.5%
+283.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.8% |
| 7D | -2.1% | +0.5% | -2.5% | -2.3% |
| 30D | +8.0% | -7.3% | +15.2% | +10.6% |
| 3M | +10.6% | +1.4% | +9.2% | +9.4% |
| 6M | +32.5% | +7.8% | +24.8% | +27.8% |
| YTD | -21.0% | +44.5% | -65.5% | -32.4% |
| 1Y | -9.9% | +37.0% | -46.9% | -21.5% |
| 3Y | +3.1% | +40.8% | -37.7% | -12.9% |
| 5Y | -13.4% | +88.7% | -102.1% | -38.0% |
| 10Y | +37.1% | +49.9% | -12.7% | -10.3% |
| All | +356.7% | +73.5% | +283.2% | +104.2% |
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