+216.8%
CB vs XPO
+1,450.2%
-1,233.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -1.2% |
| 7D | -0.6% | +2.7% | -3.3% | -1.0% |
| 30D | -3.9% | -6.2% | +2.3% | -3.1% |
| 3M | +4.9% | -15.4% | +20.3% | +7.2% |
| 6M | +3.3% | +0.7% | +2.5% | +2.4% |
| YTD | +8.5% | +39.8% | -31.3% | +1.7% |
| 1Y | +22.1% | +43.3% | -21.2% | +13.3% |
| 3Y | +70.1% | +166.0% | -95.9% | +35.1% |
| 5Y | +97.4% | +274.2% | -176.8% | +40.4% |
| 10Y | +216.8% | +1,429.0% | -1,212.2% | +70.7% |
| All | +216.8% | +1,450.2% | -1,233.4% | +70.7% |
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