+863.2%
CDW vs XPO
+3,059.8%
-2,196.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.5% | -5.5% | -2.1% |
| 7D | +3.2% | +2.4% | +0.8% | +2.5% |
| 30D | +9.3% | -3.5% | +12.8% | +10.1% |
| 3M | +9.8% | -11.9% | +21.7% | +12.8% |
| 6M | +23.3% | -10.0% | +33.3% | +25.4% |
| YTD | +13.7% | +42.1% | -28.4% | +3.1% |
| 1Y | -6.5% | +47.6% | -54.1% | -16.4% |
| 3Y | -25.2% | +153.6% | -178.8% | -43.5% |
| 5Y | -19.5% | +266.5% | -286.0% | -47.0% |
| 10Y | +285.8% | +1,460.4% | -1,174.6% | +86.0% |
| All | +863.2% | +3,059.8% | -2,196.5% | +330.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling