+73.0%
CF vs XPO
+155.9%
-82.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.5% | -7.7% | -3.2% |
| 7D | +6.0% | +2.4% | +3.6% | +6.0% |
| 30D | +14.8% | -3.5% | +18.4% | +14.8% |
| 3M | +14.1% | -11.9% | +26.0% | +14.1% |
| 6M | +28.5% | -10.0% | +38.5% | +28.9% |
| YTD | +74.9% | +42.1% | +32.9% | +70.8% |
| 1Y | +61.7% | +47.6% | +14.1% | +57.3% |
| All | +73.0% | +155.9% | -82.9% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling