+50.7%
CF vs XPO
+33.2%
+17.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +4.8% | -1.5% | +6.3% | +4.6% |
| 30D | +9.7% | +2.6% | +7.1% | +10.3% |
| 3M | +1.2% | -6.1% | +7.4% | +0.3% |
| 6M | +7.4% | -8.0% | +15.3% | +6.7% |
| YTD | +60.5% | +38.5% | +22.0% | +55.2% |
| 1Y | +50.7% | +35.0% | +15.7% | +45.1% |
| All | +50.7% | +33.2% | +17.5% | +45.1% |
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