+299.6%
CG vs XPO
+3,160.6%
-2,860.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +2.0% | -1.5% | +3.5% | +2.5% |
| 30D | +8.5% | +2.6% | +6.0% | +7.6% |
| 3M | -12.1% | -6.1% | -6.0% | -10.6% |
| 6M | -16.4% | -8.0% | -8.5% | -14.9% |
| YTD | -28.0% | +38.5% | -66.4% | -36.1% |
| 1Y | -18.9% | +35.0% | -53.9% | -27.6% |
| 3Y | +51.2% | +126.5% | -75.2% | +12.8% |
| 5Y | -15.9% | +315.4% | -331.3% | -49.3% |
| 10Y | +305.9% | +1,272.1% | -966.2% | +81.7% |
| All | +299.6% | +3,160.6% | -2,860.9% | +56.5% |
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 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