+65.3%
CF vs XPO
+128.6%
-63.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | +10.4% | +0.5% | +9.9% | +10.4% |
| 30D | +7.6% | +4.7% | +2.9% | +7.6% |
| 3M | +5.2% | -7.1% | +12.2% | +5.1% |
| 6M | -0.1% | -6.3% | +6.2% | -0.1% |
| YTD | +61.7% | +39.1% | +22.6% | +58.4% |
| 1Y | +50.3% | +36.7% | +13.6% | +47.3% |
| All | +65.3% | +128.6% | -63.3% | +57.8% |
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