+5,967.0%
CF vs XPO
+23,163.7%
-17,196.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.5% | -7.7% | -4.0% |
| 7D | +6.0% | +2.4% | +3.6% | +5.5% |
| 30D | +14.8% | -3.5% | +18.4% | +15.3% |
| 3M | +14.1% | -11.9% | +26.0% | +16.0% |
| 6M | +28.5% | -10.0% | +38.5% | +29.0% |
| YTD | +74.9% | +42.1% | +32.9% | +61.9% |
| 1Y | +61.7% | +47.6% | +14.1% | +47.8% |
| 3Y | +80.3% | +153.6% | -73.3% | +43.8% |
| 5Y | +226.0% | +266.5% | -40.5% | +133.1% |
| 10Y | +569.9% | +1,460.4% | -890.6% | +267.8% |
| All | +5,967.0% | +23,163.7% | -17,196.7% | +2,639.6% |
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