-14.8%
CTSH vs XPO
+271.9%
-286.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.3% | -3.5% |
| 7D | -5.5% | +2.7% | -8.2% | -6.1% |
| 30D | +4.5% | -6.2% | +10.7% | +5.8% |
| 3M | +13.7% | -15.4% | +29.1% | +17.4% |
| 6M | -8.4% | +0.7% | -9.1% | -9.6% |
| YTD | -26.5% | +39.8% | -66.3% | -33.3% |
| 1Y | -13.9% | +43.3% | -57.2% | -22.8% |
| 3Y | -11.3% | +166.0% | -177.4% | -34.4% |
| 5Y | -14.8% | +274.2% | -289.0% | -46.8% |
| All | -14.8% | +271.9% | -286.8% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling