-10.8%
CTSH vs XPO
+53.4%
-64.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.5% | -8.1% | -4.0% |
| 7D | -2.7% | +2.4% | -5.1% | -2.9% |
| 30D | +12.4% | -3.5% | +15.9% | +12.6% |
| 3M | +17.4% | -11.9% | +29.3% | +19.0% |
| 6M | -3.1% | -10.0% | +6.9% | -2.1% |
| YTD | -23.6% | +42.1% | -65.6% | -30.1% |
| 1Y | -10.8% | +47.6% | -58.4% | -19.2% |
| All | -10.8% | +53.4% | -64.2% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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