+22.2%
CTSH vs XPO
+1,516.3%
-1,494.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | -3.7% | -5.7% | +1.9% | -2.3% |
| 30D | +3.7% | -12.8% | +16.5% | +7.0% |
| 3M | +17.9% | -20.0% | +37.9% | +23.8% |
| 6M | -2.6% | -6.0% | +3.4% | -2.4% |
| YTD | -26.4% | +34.0% | -60.4% | -33.0% |
| 1Y | -13.0% | +35.6% | -48.6% | -21.5% |
| 3Y | -11.2% | +152.3% | -163.5% | -34.8% |
| 5Y | -14.3% | +264.4% | -278.6% | -45.9% |
| All | +22.2% | +1,516.3% | -1,494.1% | -44.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling