+1,392.9%
CTSH vs XPO
+10,052.8%
-8,659.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +1.8% | -1.5% | +3.4% | +2.0% |
| 30D | +9.8% | +2.6% | +7.2% | +9.3% |
| 3M | +12.1% | -6.1% | +18.2% | +12.8% |
| 6M | +27.4% | -8.0% | +35.4% | +28.2% |
| YTD | -20.3% | +38.5% | -58.7% | -24.5% |
| 1Y | -8.8% | +35.0% | -43.8% | -13.4% |
| 3Y | +4.0% | +126.5% | -122.4% | -9.3% |
| 5Y | -12.2% | +315.4% | -327.6% | -30.7% |
| 10Y | +38.7% | +1,272.1% | -1,233.4% | -5.3% |
| All | +1,392.9% | +10,052.8% | -8,659.9% | +705.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling