+62.0%
CFG vs XPO
+275.5%
-213.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -0.9% | -6.7% | +5.8% | +1.3% |
| 30D | +1.1% | -1.9% | +3.0% | +1.5% |
| 3M | -12.0% | -9.9% | -2.1% | -9.4% |
| 6M | -2.2% | -16.4% | +14.1% | +2.7% |
| YTD | +11.4% | +30.2% | -18.8% | +0.1% |
| 1Y | +27.8% | +29.9% | -2.0% | +14.8% |
| 3Y | +173.3% | +122.6% | +50.7% | +97.1% |
| All | +62.0% | +275.5% | -213.5% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling