+86.0%
CAPR vs XPO
+271.9%
-185.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.1% |
| 7D | -9.5% | +2.7% | -12.2% | -10.2% |
| 30D | +121.5% | -6.2% | +127.7% | +125.6% |
| 3M | -65.4% | -15.4% | -50.0% | -63.4% |
| 6M | -67.5% | +0.7% | -68.3% | -67.7% |
| YTD | -68.6% | +39.8% | -108.4% | -72.3% |
| 1Y | +42.7% | +43.3% | -0.6% | +25.5% |
| 3Y | +43.4% | +166.0% | -122.7% | +4.7% |
| 5Y | +86.0% | +274.2% | -188.1% | +15.2% |
| All | +86.0% | +271.9% | -185.9% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling