-9.9%
CTSH vs XPO
+35.6%
-45.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -2.1% | +0.5% | -2.6% | -2.1% |
| 30D | +8.0% | +4.7% | +3.3% | +7.6% |
| 3M | +10.6% | -7.1% | +17.7% | +11.1% |
| 6M | +32.5% | -6.3% | +38.8% | +32.7% |
| YTD | -21.0% | +39.1% | -60.0% | -28.2% |
| 1Y | -9.9% | +36.7% | -46.6% | -18.0% |
| All | -9.9% | +35.6% | -45.6% | -18.0% |
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