+70.1%
CB vs XPO
+159.4%
-89.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -1.4% |
| 7D | -0.6% | +2.7% | -3.3% | -0.7% |
| 30D | -3.9% | -6.2% | +2.3% | -3.7% |
| 3M | +4.9% | -15.4% | +20.3% | +5.5% |
| 6M | +3.3% | +0.7% | +2.5% | +3.0% |
| YTD | +8.5% | +39.8% | -31.3% | +6.8% |
| 1Y | +22.1% | +43.3% | -21.2% | +19.9% |
| 3Y | +70.1% | +166.0% | -95.9% | +55.0% |
| All | +70.1% | +159.4% | -89.3% | +55.0% |
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