+34.8%
CTSH vs EXPD
+335.0%
-300.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -2.1% | +5.5% | -7.7% | -4.6% |
| 30D | +1.4% | -0.8% | +2.2% | +1.4% |
| 3M | +7.5% | +4.1% | +3.3% | +5.0% |
| 6M | +39.6% | +25.7% | +13.9% | +24.2% |
| YTD | -22.3% | +31.4% | -53.7% | -32.9% |
| 1Y | -12.0% | +42.2% | -54.1% | -26.8% |
| 3Y | +1.8% | +77.2% | -75.4% | -26.3% |
| 5Y | -15.8% | +61.0% | -76.8% | -37.2% |
| All | +34.8% | +335.0% | -300.2% | -35.3% |
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