+63.6%
CBRE vs XPO
+153.8%
-90.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.2% | -1.1% |
| 7D | -1.7% | -0.9% | -0.7% | -1.5% |
| 30D | -3.0% | -8.1% | +5.1% | -1.2% |
| 3M | +2.6% | -19.0% | +21.7% | +7.3% |
| 6M | +2.0% | -5.2% | +7.2% | +2.1% |
| YTD | -13.1% | +35.6% | -48.7% | -20.8% |
| 1Y | -13.8% | +41.1% | -54.9% | -22.7% |
| All | +63.6% | +153.8% | -90.2% | +24.3% |
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