+2,536.5%
CTAS vs XPO
+10,316.6%
-7,780.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.8% | -0.8% |
| 7D | -1.8% | +2.4% | -4.2% | -2.1% |
| 30D | -0.2% | -3.5% | +3.3% | +0.1% |
| 3M | +11.7% | -11.9% | +23.6% | +13.1% |
| 6M | +0.7% | -10.0% | +10.7% | +1.5% |
| YTD | +7.4% | +42.1% | -34.7% | +2.5% |
| 1Y | -2.1% | +47.6% | -49.7% | -7.2% |
| 3Y | +62.9% | +153.6% | -90.6% | +42.4% |
| 5Y | +111.9% | +266.5% | -154.6% | +74.0% |
| 10Y | +652.2% | +1,460.4% | -808.3% | +441.9% |
| All | +2,536.5% | +10,316.6% | -7,780.1% | +1,611.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling