-11.2%
CTSH vs EXPD
+40.4%
-51.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.7% | -1.8% |
| 7D | -2.1% | -1.6% | -0.5% | -1.6% |
| 30D | +8.0% | +0.6% | +7.3% | +7.3% |
| 3M | +10.6% | +9.8% | +0.8% | +6.3% |
| 6M | +32.5% | +25.8% | +6.8% | +20.0% |
| YTD | -21.0% | +31.3% | -52.2% | -29.1% |
| All | -11.2% | +40.4% | -51.7% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling