-39.3%
CAG vs XPO
+151.2%
-190.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.7% |
| 7D | -5.9% | -1.3% | -4.6% | -5.9% |
| 30D | -1.5% | -10.4% | +8.8% | -1.3% |
| 3M | +11.5% | -15.7% | +27.1% | +11.9% |
| 6M | -15.7% | -6.3% | -9.4% | -15.5% |
| YTD | -10.2% | +34.2% | -44.4% | -10.8% |
| 1Y | -18.1% | +39.9% | -58.0% | -18.7% |
| All | -39.3% | +151.2% | -190.5% | -40.1% |
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