+265.0%
CDW vs XPO
+1,517.7%
-1,252.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -7.4% | -1.3% | -6.0% | -7.0% |
| 30D | +5.8% | -10.4% | +16.2% | +9.1% |
| 3M | +10.8% | -15.7% | +26.5% | +15.9% |
| 6M | +21.5% | -6.3% | +27.8% | +22.7% |
| YTD | +6.4% | +34.2% | -27.8% | -3.7% |
| 1Y | -14.8% | +39.9% | -54.7% | -24.4% |
| 3Y | -29.9% | +155.2% | -185.1% | -50.4% |
| 5Y | -22.9% | +264.7% | -287.5% | -53.9% |
| All | +265.0% | +1,517.7% | -1,252.7% | +41.2% |
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