+1.5%
CARR vs XPO
+151.0%
-149.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -3.8% | -5.7% | +1.9% | -2.0% |
| 30D | -8.9% | -12.8% | +3.9% | -5.1% |
| 3M | -17.3% | -20.0% | +2.7% | -11.7% |
| 6M | -1.4% | -6.0% | +4.7% | +0.2% |
| YTD | +10.0% | +34.0% | -24.1% | +0.6% |
| 1Y | -6.4% | +35.6% | -41.9% | -15.1% |
| 3Y | +1.5% | +152.3% | -150.7% | -25.9% |
| All | +1.5% | +151.0% | -149.4% | -25.9% |
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