+212.8%
XOM vs CTSH
-14.5%
+227.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.0% |
| 7D | +2.7% | -4.2% | +6.9% | +3.3% |
| 30D | -2.5% | +3.9% | -6.4% | -3.3% |
| 3M | +7.0% | +10.2% | -3.2% | +4.8% |
| 6M | +14.2% | +35.3% | -21.1% | +7.7% |
| YTD | +43.9% | -21.8% | +65.7% | +49.3% |
| 1Y | +47.9% | -12.1% | +60.0% | +49.4% |
| 3Y | +80.6% | +2.0% | +78.5% | +74.6% |
| 5Y | +212.8% | -15.3% | +228.1% | +197.8% |
| All | +212.8% | -14.5% | +227.3% | +197.8% |
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