-22.8%
CDW vs XPO
+271.9%
-294.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.6% | -3.6% | -4.8% |
| 7D | -3.9% | +2.7% | -6.6% | -4.6% |
| 30D | +6.9% | -6.2% | +13.1% | +8.6% |
| 3M | +7.7% | -15.4% | +23.1% | +12.2% |
| 6M | +18.3% | +0.7% | +17.6% | +17.1% |
| YTD | +7.8% | +39.8% | -32.1% | -2.9% |
| 1Y | -12.2% | +43.3% | -55.5% | -21.9% |
| 3Y | -28.9% | +166.0% | -195.0% | -49.1% |
| 5Y | -22.8% | +274.2% | -296.9% | -53.0% |
| All | -22.8% | +271.9% | -294.7% | -53.0% |
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