+130.7%
C vs XPO
+265.7%
-135.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.8% | -1.5% |
| 7D | +3.6% | +2.4% | +1.2% | +2.9% |
| 30D | +0.1% | -3.5% | +3.6% | +0.9% |
| 3M | +2.4% | -11.9% | +14.4% | +5.5% |
| 6M | +24.9% | -10.0% | +34.9% | +27.4% |
| YTD | +19.8% | +42.1% | -22.3% | +7.8% |
| 1Y | +44.9% | +47.6% | -2.7% | +28.1% |
| 3Y | +263.0% | +153.6% | +109.4% | +170.6% |
| All | +130.7% | +265.7% | -135.1% | +45.3% |
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