+208.5%
CFG vs XPO
+1,266.4%
-1,057.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.3% |
| 7D | +3.2% | +9.0% | -5.8% | -0.3% |
| 30D | +5.1% | +4.2% | +1.0% | +3.2% |
| 3M | -11.2% | -8.7% | -2.6% | -8.5% |
| 6M | +9.6% | -2.8% | +12.3% | +9.5% |
| YTD | +15.0% | +41.9% | -26.9% | -2.6% |
| 1Y | +29.9% | +42.3% | -12.5% | +9.7% |
| 3Y | +192.1% | +127.3% | +64.8% | +91.0% |
| 5Y | +62.3% | +306.4% | -244.1% | -23.2% |
| All | +208.5% | +1,266.4% | -1,057.9% | -18.3% |
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