+1.8%
CTSH vs EXPD
+75.3%
-73.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -2.1% | +5.5% | -7.7% | -3.9% |
| 30D | +1.4% | -0.8% | +2.2% | +1.4% |
| 3M | +7.5% | +4.1% | +3.3% | +5.7% |
| 6M | +39.6% | +25.7% | +13.9% | +28.2% |
| YTD | -22.3% | +31.4% | -53.7% | -29.7% |
| 1Y | -12.0% | +42.2% | -54.1% | -22.4% |
| 3Y | +1.8% | +77.2% | -75.4% | -20.2% |
| All | +1.8% | +75.3% | -73.5% | -20.2% |
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