+67.2%
CAH vs XPO
+53.4%
+13.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.5% | -5.1% | -1.2% |
| 7D | +5.4% | +2.4% | +3.0% | +4.9% |
| 30D | +3.3% | -3.5% | +6.9% | +3.8% |
| 3M | +22.8% | -11.9% | +34.7% | +25.0% |
| 6M | +11.3% | -10.0% | +21.2% | +12.4% |
| YTD | +21.1% | +42.1% | -20.9% | +9.7% |
| 1Y | +67.2% | +47.6% | +19.6% | +44.5% |
| All | +67.2% | +53.4% | +13.8% | +44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling