+487.0%
CF vs XPO
+1,421.2%
-934.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.3% | -6.4% | -1.4% |
| 7D | -0.9% | -1.9% | +1.1% | -0.6% |
| 30D | +6.9% | +2.5% | +4.5% | +6.2% |
| 3M | +4.8% | -7.2% | +12.0% | +6.0% |
| 6M | +4.7% | -8.1% | +12.7% | +5.4% |
| YTD | +56.5% | +38.3% | +18.1% | +40.8% |
| 1Y | +48.4% | +33.6% | +14.8% | +34.3% |
| 3Y | +59.1% | +133.1% | -73.9% | +16.1% |
| 5Y | +109.5% | +308.9% | -199.4% | +19.9% |
| 10Y | +487.0% | +1,371.8% | -884.8% | +101.5% |
| All | +487.0% | +1,421.2% | -934.2% | +101.5% |
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 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