+256.9%
CAPR vs XPO
+129.7%
+127.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.3% | +3.2% | +7.1% |
| 7D | +36.0% | -1.9% | +38.0% | +37.0% |
| 30D | +25.8% | +2.5% | +23.3% | +24.7% |
| 3M | +140.8% | -7.2% | +148.0% | +146.9% |
| 6M | -67.6% | -8.1% | -59.5% | -66.5% |
| YTD | -65.9% | +38.3% | -104.2% | -70.8% |
| 1Y | +66.1% | +33.6% | +32.5% | +44.2% |
| 3Y | +256.9% | +133.1% | +123.8% | +206.6% |
| All | +256.9% | +129.7% | +127.2% | +206.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling