+208.1%
C vs XPO
+122.0%
+86.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -2.4% | -6.7% | +4.3% | -0.5% |
| 30D | -6.0% | -1.9% | -4.1% | -5.6% |
| 3M | -10.5% | -9.9% | -0.7% | -8.3% |
| 6M | -5.7% | -16.4% | +10.7% | -1.7% |
| YTD | +4.1% | +30.2% | -26.1% | -4.7% |
| 1Y | +20.5% | +29.9% | -9.4% | +10.1% |
| 3Y | +208.1% | +122.6% | +85.5% | +154.0% |
| All | +208.1% | +122.0% | +86.1% | +154.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling