+398.3%
CAH vs XPO
+257.8%
+140.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.6% |
| 7D | -5.1% | -1.3% | -3.7% | -5.0% |
| 30D | -1.8% | -10.4% | +8.6% | -0.9% |
| 3M | +9.4% | -15.7% | +25.0% | +10.8% |
| 6M | +9.2% | -6.3% | +15.6% | +9.5% |
| YTD | +15.7% | +34.2% | -18.5% | +12.2% |
| 1Y | +59.7% | +39.9% | +19.8% | +54.1% |
| 3Y | +178.5% | +155.2% | +23.2% | +148.3% |
| 5Y | +398.3% | +264.7% | +133.6% | +307.1% |
| All | +398.3% | +257.8% | +140.5% | +307.1% |
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 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