+350.2%
CG vs XPO
+3,245.3%
-2,895.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.1% | -3.0% |
| 7D | -4.3% | +2.4% | -6.7% | -5.1% |
| 30D | -5.1% | -3.5% | -1.5% | -4.2% |
| 3M | +8.7% | -11.9% | +20.6% | +12.6% |
| 6M | -9.2% | -10.0% | +0.7% | -7.2% |
| YTD | -18.9% | +42.1% | -60.9% | -28.5% |
| 1Y | -25.6% | +47.6% | -73.2% | -35.8% |
| 3Y | +57.3% | +153.6% | -96.3% | +13.0% |
| 5Y | +10.2% | +266.5% | -256.4% | -31.8% |
| 10Y | +364.2% | +1,460.4% | -1,096.2% | +102.5% |
| All | +350.2% | +3,245.3% | -2,895.1% | +75.0% |
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