+358.9%
CBOE vs XPO
+1,516.3%
-1,157.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.2% | -2.2% |
| 7D | -5.8% | -5.7% | -0.2% | -5.3% |
| 30D | -3.1% | -12.8% | +9.7% | -1.8% |
| 3M | -4.8% | -20.0% | +15.2% | -2.7% |
| 6M | -0.6% | -6.0% | +5.5% | -0.4% |
| YTD | +12.8% | +34.0% | -21.3% | +8.3% |
| 1Y | +19.8% | +35.6% | -15.8% | +14.5% |
| 3Y | +86.9% | +152.3% | -65.3% | +57.4% |
| 5Y | +136.5% | +264.4% | -127.8% | +81.2% |
| All | +358.9% | +1,516.3% | -1,157.4% | +170.4% |
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