+261.8%
XOM vs CTSH
-17.3%
+279.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +2.7% |
| 7D | 0.0% | -8.2% | +8.3% | +1.4% |
| 30D | +3.4% | +0.4% | +3.0% | +3.2% |
| 3M | +11.0% | +10.6% | +0.4% | +8.7% |
| 6M | +10.6% | -8.8% | +19.4% | +11.9% |
| YTD | +39.2% | -28.6% | +67.8% | +47.3% |
| 1Y | +52.7% | -15.9% | +68.6% | +55.1% |
| 3Y | +56.8% | -13.9% | +70.6% | +56.8% |
| 5Y | +261.8% | -17.1% | +278.9% | +234.2% |
| All | +261.8% | -17.3% | +279.0% | +234.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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