+74.0%
CTAS vs XPO
+128.6%
-54.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -0.8% | +0.5% | -1.3% | -0.9% |
| 30D | +10.7% | +4.7% | +6.0% | +10.0% |
| 3M | +11.0% | -7.1% | +18.1% | +11.8% |
| 6M | +38.7% | -6.3% | +45.0% | +39.3% |
| YTD | +21.8% | +39.1% | -17.3% | +15.6% |
| 1Y | +23.6% | +36.7% | -13.1% | +17.4% |
| All | +74.0% | +128.6% | -54.6% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling