+940.6%
CDW vs XPO
+2,976.8%
-2,036.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +6.3% | -1.4% | +3.3% |
| 7D | +9.3% | -1.9% | +11.2% | +9.8% |
| 30D | +15.8% | +2.5% | +13.3% | +14.9% |
| 3M | +21.8% | -7.2% | +29.0% | +23.7% |
| 6M | +58.8% | -8.1% | +66.8% | +61.2% |
| YTD | +22.8% | +38.3% | -15.6% | +11.9% |
| 1Y | +17.9% | +33.6% | -15.7% | +8.3% |
| 3Y | -17.4% | +133.1% | -150.5% | -36.1% |
| 5Y | -5.7% | +308.9% | -314.6% | -39.4% |
| 10Y | +319.5% | +1,371.8% | -1,052.3% | +104.3% |
| All | +940.6% | +2,976.8% | -2,036.2% | +367.2% |
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 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