+2,882.2%
CTAS vs XPO
+10,300.9%
-7,418.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.6% | -0.6% |
| 7D | +2.0% | +9.0% | -7.0% | +1.0% |
| 30D | +8.7% | +4.2% | +4.5% | +8.1% |
| 3M | +13.3% | -8.7% | +21.9% | +14.2% |
| 6M | +39.4% | -2.8% | +42.1% | +39.3% |
| YTD | +21.5% | +41.9% | -20.4% | +15.8% |
| 1Y | +21.9% | +42.3% | -20.4% | +16.1% |
| 3Y | +73.6% | +127.3% | -53.6% | +53.7% |
| 5Y | +116.2% | +306.4% | -190.2% | +75.6% |
| 10Y | +818.2% | +1,290.9% | -472.8% | +564.9% |
| All | +2,882.2% | +10,300.9% | -7,418.7% | +1,833.9% |
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 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