-68.2%
CAPR vs XPO
+1,356.2%
-1,424.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.1% | -10.0% | -10.0% |
| 7D | +7.6% | -1.5% | +9.2% | +8.3% |
| 30D | +13.3% | +2.6% | +10.7% | +12.2% |
| 3M | +130.4% | -6.1% | +136.5% | +135.4% |
| 6M | -70.8% | -8.0% | -62.8% | -69.9% |
| YTD | -69.3% | +38.5% | -107.7% | -73.4% |
| 1Y | +59.5% | +35.0% | +24.5% | +40.2% |
| 3Y | +216.8% | +126.5% | +90.3% | +115.8% |
| 5Y | +152.7% | +315.4% | -162.7% | +25.3% |
| 10Y | -68.2% | +1,272.1% | -1,340.3% | -91.0% |
| All | -68.2% | +1,356.2% | -1,424.4% | -91.0% |
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