+28.0%
CFG vs XPO
+33.1%
-5.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.3% | -3.3% | +1.1% |
| 7D | +0.3% | -1.9% | +2.2% | +0.8% |
| 30D | +3.2% | +2.5% | +0.7% | +2.3% |
| 3M | -9.7% | -7.2% | -2.5% | -7.8% |
| 6M | +3.6% | -8.1% | +11.7% | +5.5% |
| YTD | +14.7% | +38.3% | -23.7% | -2.5% |
| All | +28.0% | +33.1% | -5.1% | +9.7% |
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