+362.4%
CFG vs XPO
+1,331.6%
-969.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | -1.7% |
| 7D | +1.5% | +2.4% | -0.9% | +0.6% |
| 30D | -3.8% | -3.5% | -0.3% | -2.8% |
| 3M | +11.5% | -11.9% | +23.4% | +16.1% |
| 6M | +19.2% | -10.0% | +29.1% | +22.3% |
| YTD | +23.7% | +42.1% | -18.4% | +7.1% |
| 1Y | +38.8% | +47.6% | -8.7% | +17.5% |
| 3Y | +178.9% | +153.6% | +25.3% | +84.4% |
| 5Y | +101.8% | +266.5% | -164.7% | +9.5% |
| 10Y | +317.3% | +1,460.4% | -1,143.2% | +40.8% |
| All | +362.4% | +1,331.6% | -969.2% | +52.3% |
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