+37.8%
CTSH vs EXPD
+334.2%
-296.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -3.0% |
| 7D | -2.3% | -5.5% | +3.2% | +0.1% |
| 30D | +7.4% | -1.9% | +9.3% | +8.0% |
| 3M | +10.9% | +6.1% | +4.8% | +7.4% |
| 6M | +24.7% | +21.6% | +3.0% | +12.7% |
| YTD | -22.0% | +27.9% | -49.9% | -31.7% |
| 1Y | -11.2% | +39.4% | -50.5% | -25.4% |
| 3Y | +3.9% | +72.7% | -68.8% | -23.8% |
| 5Y | -13.9% | +60.3% | -74.2% | -35.7% |
| 10Y | +37.8% | +332.6% | -294.8% | -30.1% |
| All | +37.8% | +334.2% | -296.4% | -30.1% |
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