+305.2%
CG vs XPO
+1,516.3%
-1,211.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -9.9% | -5.7% | -4.2% | -7.8% |
| 30D | -11.7% | -12.8% | +1.1% | -7.0% |
| 3M | -4.3% | -20.0% | +15.7% | +3.7% |
| 6M | -8.8% | -6.0% | -2.7% | -7.8% |
| YTD | -26.9% | +34.0% | -60.9% | -36.1% |
| 1Y | -35.4% | +35.6% | -71.0% | -44.4% |
| 3Y | +43.0% | +152.3% | -109.3% | -5.5% |
| 5Y | +1.9% | +264.4% | -262.5% | -44.5% |
| All | +305.2% | +1,516.3% | -1,211.1% | +45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling