+1,446.3%
CB vs XPO
+10,316.6%
-8,870.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.5% | -6.4% | -2.3% |
| 7D | +0.5% | +2.4% | -1.9% | +0.3% |
| 30D | -3.1% | -3.5% | +0.4% | -2.9% |
| 3M | +9.0% | -11.9% | +20.9% | +9.9% |
| 6M | +2.9% | -10.0% | +12.8% | +3.4% |
| YTD | +10.1% | +42.1% | -32.0% | +6.3% |
| 1Y | +22.8% | +47.6% | -24.8% | +17.8% |
| 3Y | +73.8% | +153.6% | -79.8% | +56.2% |
| 5Y | +99.2% | +266.5% | -167.3% | +69.9% |
| 10Y | +218.2% | +1,460.4% | -1,242.2% | +141.2% |
| All | +1,446.3% | +10,316.6% | -8,870.3% | +951.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling