-76.2%
CAPR vs XPO
+1,458.1%
-1,534.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.0% |
| 7D | -9.5% | +2.7% | -12.2% | -10.4% |
| 30D | +121.5% | -6.2% | +127.7% | +126.4% |
| 3M | -65.4% | -15.4% | -50.0% | -63.0% |
| 6M | -67.5% | +0.7% | -68.3% | -67.7% |
| YTD | -68.6% | +39.8% | -108.4% | -72.9% |
| 1Y | +42.7% | +43.3% | -0.6% | +22.0% |
| 3Y | +43.4% | +166.0% | -122.7% | -8.4% |
| 5Y | +86.0% | +274.2% | -188.1% | -3.4% |
| All | -76.2% | +1,458.1% | -1,534.2% | -93.4% |
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