+33.3%
CAPR vs XPO
+39.4%
-6.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.1% | -1.6% | -2.4% |
| 7D | -12.6% | -0.9% | -11.7% | -12.0% |
| 30D | +124.4% | -8.1% | +132.5% | +137.9% |
| 3M | -66.8% | -19.0% | -47.7% | -60.6% |
| 6M | -71.8% | -5.2% | -66.6% | -71.8% |
| YTD | -70.1% | +35.6% | -105.6% | -85.0% |
| 1Y | +33.3% | +41.1% | -7.8% | -27.6% |
| All | +33.3% | +39.4% | -6.1% | -27.6% |
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