+188.5%
CFG vs XPO
+159.4%
+29.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | +2.7% | +2.7% | 0.0% | +1.8% |
| 30D | -3.7% | -6.2% | +2.5% | -1.8% |
| 3M | +9.5% | -15.4% | +24.9% | +15.0% |
| 6M | +22.2% | +0.7% | +21.5% | +20.8% |
| YTD | +22.3% | +39.8% | -17.5% | +7.8% |
| 1Y | +39.4% | +43.3% | -3.9% | +21.0% |
| 3Y | +188.5% | +166.0% | +22.4% | +108.1% |
| All | +188.5% | +159.4% | +29.1% | +108.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling