+5,294.5%
CF vs XPO
+21,161.4%
-15,866.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -6.2% | +12.3% | +7.2% |
| 7D | +0.4% | -3.6% | +4.0% | +0.9% |
| 30D | +2.2% | -3.8% | +6.0% | +2.7% |
| 3M | +2.1% | -11.8% | +14.0% | +3.8% |
| 6M | -6.5% | -15.0% | +8.4% | -4.8% |
| YTD | +55.6% | +29.9% | +25.7% | +45.8% |
| 1Y | +42.3% | +27.6% | +14.7% | +33.6% |
| 3Y | +55.7% | +121.9% | -66.2% | +27.2% |
| 5Y | +122.4% | +277.9% | -155.5% | +57.8% |
| 10Y | +568.5% | +1,371.4% | -802.8% | +270.8% |
| All | +5,294.5% | +21,161.4% | -15,866.9% | +2,367.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling