+989.5%
XOM vs CTSH
+34,247.0%
-33,257.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -1.2% |
| 7D | +1.8% | -2.7% | +4.5% | +2.2% |
| 30D | +5.9% | +12.4% | -6.5% | +4.0% |
| 3M | +5.6% | +17.4% | -11.8% | +2.6% |
| 6M | +7.9% | -3.1% | +10.9% | +7.5% |
| YTD | +35.2% | -23.6% | +58.7% | +39.1% |
| 1Y | +46.0% | -10.8% | +56.8% | +46.6% |
| 3Y | +55.0% | -8.3% | +63.3% | +54.2% |
| 5Y | +246.3% | -11.3% | +257.6% | +243.1% |
| 10Y | +181.0% | +22.6% | +158.4% | +163.7% |
| All | +989.5% | +34,247.0% | -33,257.5% | +642.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling