+287.5%
CAH vs XPO
+1,516.3%
-1,228.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -5.1% | -5.7% | +0.6% | -4.3% |
| 30D | +0.2% | -12.8% | +13.0% | +2.1% |
| 3M | +6.3% | -20.0% | +26.3% | +9.6% |
| 6M | +9.4% | -6.0% | +15.4% | +9.7% |
| YTD | +15.0% | +34.0% | -19.1% | +8.9% |
| 1Y | +55.4% | +35.6% | +19.9% | +46.6% |
| 3Y | +173.8% | +152.3% | +21.5% | +124.0% |
| 5Y | +395.2% | +264.4% | +130.8% | +264.2% |
| All | +287.5% | +1,516.3% | -1,228.8% | +97.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling