+246.7%
CB vs XPO
+1,356.2%
-1,109.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | +0.7% | -1.5% | +2.2% | +0.9% |
| 30D | +8.2% | +2.6% | +5.6% | +7.7% |
| 3M | +6.3% | -6.1% | +12.4% | +7.0% |
| 6M | +16.2% | -8.0% | +24.2% | +16.9% |
| YTD | +19.3% | +38.5% | -19.1% | +11.8% |
| 1Y | +29.2% | +35.0% | -5.8% | +21.3% |
| 3Y | +71.4% | +126.5% | -55.0% | +40.7% |
| 5Y | +104.2% | +315.4% | -211.2% | +42.0% |
| 10Y | +246.7% | +1,272.1% | -1,025.5% | +95.8% |
| All | +246.7% | +1,356.2% | -1,109.6% | +95.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling