-12.0%
CTSH vs XPO
+38.7%
-50.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.9% | -0.8% |
| 7D | -2.1% | +9.0% | -11.1% | -2.7% |
| 30D | +1.4% | +4.2% | -2.8% | +1.1% |
| 3M | +7.5% | -8.7% | +16.1% | +8.1% |
| 6M | +39.6% | -2.8% | +42.3% | +39.2% |
| YTD | -22.3% | +41.9% | -64.2% | -29.4% |
| 1Y | -12.0% | +42.3% | -54.3% | -20.5% |
| All | -12.0% | +38.7% | -50.7% | -20.5% |
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