+39.4%
CFG vs XPO
+43.8%
-4.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | +2.7% | +2.7% | 0.0% | +1.9% |
| 30D | -3.7% | -6.2% | +2.5% | -2.1% |
| 3M | +9.5% | -15.4% | +24.9% | +14.1% |
| 6M | +22.2% | +0.7% | +21.5% | +21.0% |
| YTD | +22.3% | +39.8% | -17.5% | +11.2% |
| All | +39.4% | +43.8% | -4.4% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling