+74.4%
CAPR vs XPO
+36.4%
+38.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.2% | -8.5% | -8.5% |
| 7D | +19.1% | +6.9% | +12.2% | +12.5% |
| 30D | +48.8% | +4.1% | +44.7% | +43.2% |
| 3M | +144.4% | -9.7% | +154.1% | +166.5% |
| 6M | -67.5% | -3.8% | -63.7% | -67.1% |
| YTD | -64.5% | +38.8% | -103.3% | -92.6% |
| 1Y | +74.4% | +34.2% | +40.2% | -66.7% |
| All | +74.4% | +36.4% | +38.1% | -66.7% |
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