+51.4%
CF vs XPO
+38.7%
+12.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | +0.5% |
| 7D | +4.8% | +9.0% | -4.2% | +6.3% |
| 30D | +4.7% | +4.2% | +0.5% | +5.5% |
| 3M | +7.4% | -8.7% | +16.1% | +5.9% |
| 6M | +0.6% | -2.8% | +3.4% | +0.9% |
| YTD | +64.1% | +41.9% | +22.2% | +59.5% |
| 1Y | +51.4% | +42.3% | +9.1% | +46.0% |
| All | +51.4% | +38.7% | +12.7% | +46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling