+815.5%
CTAS vs XPO
+1,266.4%
-450.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.6% | -0.9% |
| 7D | +2.0% | +9.0% | -7.0% | -0.2% |
| 30D | +8.7% | +4.2% | +4.5% | +7.4% |
| 3M | +13.3% | -8.7% | +21.9% | +15.2% |
| 6M | +39.4% | -2.8% | +42.1% | +39.0% |
| YTD | +21.5% | +41.9% | -20.4% | +9.1% |
| 1Y | +21.9% | +42.3% | -20.4% | +9.2% |
| 3Y | +73.6% | +127.3% | -53.6% | +29.6% |
| 5Y | +116.2% | +306.4% | -190.2% | +28.7% |
| All | +815.5% | +1,266.4% | -450.9% | +293.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling