-43.5%
CAG vs XPO
+261.3%
-304.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -5.7% | -5.7% | 0.0% | -5.5% |
| 30D | -2.4% | -12.8% | +10.4% | -2.0% |
| 3M | +9.8% | -20.0% | +29.8% | +10.6% |
| 6M | -10.8% | -6.0% | -4.8% | -10.7% |
| YTD | -10.8% | +34.0% | -44.9% | -11.8% |
| 1Y | -19.0% | +35.6% | -54.5% | -19.9% |
| 3Y | -39.7% | +152.3% | -192.0% | -41.9% |
| All | -43.5% | +261.3% | -304.8% | -47.9% |
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