-97.9%
CAPR vs XPO
+9,395.4%
-9,493.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.5% | -3.2% | +0.2% |
| 7D | -2.0% | +2.4% | -4.4% | -2.6% |
| 30D | +139.2% | -3.5% | +142.7% | +140.9% |
| 3M | -66.4% | -11.9% | -54.4% | -65.2% |
| 6M | -63.1% | -10.0% | -53.2% | -62.3% |
| YTD | -67.4% | +42.1% | -109.5% | -70.5% |
| 1Y | +58.2% | +47.6% | +10.7% | +42.2% |
| 3Y | +42.2% | +153.6% | -111.4% | +8.7% |
| 5Y | +87.3% | +266.5% | -179.3% | +25.6% |
| 10Y | -75.3% | +1,460.4% | -1,535.7% | -87.9% |
| All | -97.9% | +9,395.4% | -9,493.3% | -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