-97.8%
CAPR vs XPO
+9,146.1%
-9,243.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.3% | +3.2% | +7.9% |
| 7D | +36.0% | -1.9% | +38.0% | +36.7% |
| 30D | +25.8% | +2.5% | +23.3% | +25.1% |
| 3M | +140.8% | -7.2% | +148.0% | +145.1% |
| 6M | -67.6% | -8.1% | -59.5% | -66.8% |
| YTD | -65.9% | +38.3% | -104.2% | -68.8% |
| 1Y | +66.1% | +33.6% | +32.5% | +53.6% |
| 3Y | +256.9% | +133.1% | +123.8% | +179.2% |
| 5Y | +172.1% | +308.9% | -136.8% | +78.6% |
| 10Y | -64.7% | +1,371.8% | -1,436.5% | -82.6% |
| All | -97.8% | +9,146.1% | -9,243.9% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling