+813.3%
CAH vs XPO
+10,152.6%
-9,339.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.6% |
| 7D | +0.5% | +2.7% | -2.2% | +0.3% |
| 30D | +1.7% | -6.2% | +7.9% | +2.2% |
| 3M | +17.9% | -15.4% | +33.3% | +19.3% |
| 6M | +10.9% | +0.7% | +10.2% | +10.5% |
| YTD | +17.9% | +39.8% | -22.0% | +14.1% |
| 1Y | +61.7% | +43.3% | +18.4% | +56.1% |
| 3Y | +183.7% | +166.0% | +17.7% | +155.8% |
| 5Y | +401.3% | +274.2% | +127.2% | +331.2% |
| 10Y | +293.7% | +1,429.0% | -1,135.4% | +202.0% |
| All | +813.3% | +10,152.6% | -9,339.3% | +533.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling