+247.9%
CB vs XPO
+1,236.5%
-988.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | 0.0% | +6.9% | -6.8% | -1.0% |
| 30D | +7.4% | +4.1% | +3.3% | +6.6% |
| 3M | +8.6% | -9.7% | +18.3% | +10.0% |
| 6M | +16.1% | -3.8% | +19.9% | +16.1% |
| YTD | +20.2% | +38.8% | -18.6% | +12.6% |
| 1Y | +27.2% | +34.2% | -7.0% | +19.6% |
| 3Y | +72.7% | +126.9% | -54.2% | +41.6% |
| 5Y | +105.9% | +297.5% | -191.6% | +44.6% |
| All | +247.9% | +1,236.5% | -988.6% | +96.8% |
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