+27.2%
CB vs XPO
+36.4%
-9.2%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | 0.0% | +6.9% | -6.8% | -0.1% |
| 30D | +7.4% | +4.1% | +3.3% | +7.4% |
| 3M | +8.6% | -9.7% | +18.3% | +8.7% |
| 6M | +16.1% | -3.8% | +19.9% | +15.8% |
| YTD | +20.2% | +38.8% | -18.6% | +19.8% |
| 1Y | +27.2% | +34.2% | -7.0% | +26.6% |
| All | +27.2% | +36.4% | -9.2% | +26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling