+1,065.4%
XOM vs CTSH
+34,813.6%
-33,748.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +2.8% | -2.1% | +5.0% | +3.2% |
| 30D | -3.6% | +1.4% | -5.0% | -4.0% |
| 3M | +8.2% | +7.5% | +0.8% | +6.7% |
| 6M | +14.0% | +39.6% | -25.5% | +7.6% |
| YTD | +44.6% | -22.3% | +66.9% | +47.9% |
| 1Y | +47.8% | -12.0% | +59.7% | +48.3% |
| 3Y | +79.6% | +1.8% | +77.8% | +75.5% |
| 5Y | +214.3% | -15.8% | +230.1% | +212.7% |
| 10Y | +204.0% | +34.8% | +169.2% | +181.6% |
| All | +1,065.4% | +34,813.6% | -33,748.1% | +689.4% |
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