+330.5%
CFG vs XPO
+1,301.2%
-970.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.7% |
| 7D | -0.8% | +0.5% | -1.3% | -1.0% |
| 30D | +3.1% | +4.7% | -1.6% | +1.3% |
| 3M | -9.7% | -7.1% | -2.6% | -7.8% |
| 6M | +6.7% | -6.3% | +13.0% | +8.1% |
| YTD | +15.2% | +39.1% | -23.9% | +0.1% |
| 1Y | +28.8% | +36.7% | -7.9% | +12.4% |
| 3Y | +190.1% | +127.4% | +62.7% | +99.9% |
| 5Y | +63.4% | +315.0% | -251.6% | -15.3% |
| 10Y | +219.8% | +1,263.5% | -1,043.7% | +11.1% |
| All | +330.5% | +1,301.2% | -970.7% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling