+568.0%
CF vs XPO
+1,334.3%
-766.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -3.2% | -6.7% | +3.5% | -1.9% |
| 30D | +4.3% | -1.9% | +6.2% | +4.6% |
| 3M | +2.8% | -9.9% | +12.7% | +4.6% |
| 6M | +0.6% | -16.4% | +17.0% | +3.4% |
| YTD | +56.6% | +30.2% | +26.4% | +42.7% |
| 1Y | +49.6% | +29.9% | +19.7% | +36.1% |
| 3Y | +61.5% | +122.6% | -61.1% | +18.8% |
| 5Y | +124.0% | +278.9% | -154.9% | +30.5% |
| All | +568.0% | +1,334.3% | -766.4% | +142.3% |
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