+237.0%
CFG vs XPO
+1,421.2%
-1,184.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.3% | -3.3% | +0.5% |
| 7D | +0.3% | -1.9% | +2.2% | +0.9% |
| 30D | +3.2% | +2.5% | +0.7% | +2.0% |
| 3M | -9.7% | -7.2% | -2.5% | -7.5% |
| 6M | +3.6% | -8.1% | +11.7% | +5.9% |
| YTD | +14.7% | +38.3% | -23.7% | -1.9% |
| 1Y | +29.6% | +33.6% | -4.0% | +12.2% |
| 3Y | +190.6% | +133.1% | +57.5% | +87.5% |
| 5Y | +67.1% | +308.9% | -241.8% | -21.5% |
| 10Y | +237.0% | +1,371.8% | -1,134.7% | -16.8% |
| All | +237.0% | +1,421.2% | -1,184.2% | -16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling