+6.0%
CTSH vs EXPD
+72.7%
-66.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.5% | +5.6% | +2.6% |
| 7D | +6.4% | -4.8% | +11.2% | +8.0% |
| 30D | +16.3% | -1.5% | +17.8% | +16.6% |
| 3M | +20.0% | +4.1% | +15.9% | +17.9% |
| 6M | +29.9% | +24.0% | +5.9% | +19.9% |
| YTD | -18.4% | +27.4% | -45.8% | -25.4% |
| 1Y | -8.9% | +38.4% | -47.2% | -18.9% |
| All | +6.0% | +72.7% | -66.8% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling