+47.2%
CAPR vs XPO
+38.8%
+8.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.6% | +9.9% | +9.6% |
| 7D | +43.2% | +3.5% | +39.7% | +38.6% |
| 30D | +14.7% | +2.8% | +11.8% | +11.5% |
| 3M | +113.9% | -7.5% | +121.4% | +126.9% |
| 6M | -73.4% | -5.9% | -67.4% | -72.4% |
| YTD | -69.1% | +38.4% | -107.5% | -92.5% |
| 1Y | +47.2% | +33.7% | +13.5% | -73.7% |
| All | +47.2% | +38.8% | +8.4% | -73.7% |
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