+19.3%
CDW vs XPO
+38.7%
-19.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.2% |
| 7D | +9.3% | +9.0% | +0.4% | +6.9% |
| 30D | +14.4% | +4.2% | +10.2% | +12.9% |
| 3M | +21.4% | -8.7% | +30.1% | +24.0% |
| 6M | +72.8% | -2.8% | +75.6% | +73.3% |
| YTD | +28.0% | +41.9% | -13.8% | +12.6% |
| 1Y | +19.3% | +42.3% | -23.0% | +4.5% |
| All | +19.3% | +38.7% | -19.4% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling