+139.8%
CBOE vs XPO
+261.3%
-121.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.2% | -2.2% |
| 7D | -5.8% | -5.7% | -0.2% | -5.7% |
| 30D | -3.1% | -12.8% | +9.7% | -2.8% |
| 3M | -4.8% | -20.0% | +15.2% | -4.2% |
| 6M | -0.6% | -6.0% | +5.5% | -0.6% |
| YTD | +12.8% | +34.0% | -21.3% | +11.3% |
| 1Y | +19.8% | +35.6% | -15.8% | +18.1% |
| 3Y | +86.9% | +152.3% | -65.3% | +69.9% |
| All | +139.8% | +261.3% | -121.4% | +99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling