+35.7%
CTSH vs EXPD
+336.9%
-301.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.3% |
| 7D | -4.2% | +3.6% | -7.8% | -5.8% |
| 30D | +3.9% | +0.3% | +3.7% | +3.4% |
| 3M | +10.2% | +6.1% | +4.1% | +6.7% |
| 6M | +35.3% | +27.4% | +7.9% | +19.7% |
| YTD | -21.8% | +32.0% | -53.8% | -32.6% |
| 1Y | -12.1% | +40.5% | -52.7% | -26.5% |
| 3Y | +2.0% | +75.7% | -73.6% | -25.7% |
| 5Y | -15.3% | +61.7% | -77.0% | -36.9% |
| All | +35.7% | +336.9% | -301.2% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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