+1,007.9%
CGNX vs XPO
+9,727.5%
-8,719.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.2% | +4.1% |
| 7D | +3.2% | -5.7% | +8.8% | +4.2% |
| 30D | +6.0% | -12.8% | +18.8% | +8.5% |
| 3M | +3.5% | -20.0% | +23.5% | +7.5% |
| 6M | +26.3% | -6.0% | +32.3% | +27.5% |
| YTD | +79.2% | +34.0% | +45.2% | +69.5% |
| 1Y | +43.8% | +35.6% | +8.2% | +35.1% |
| 3Y | +52.0% | +152.3% | -100.3% | +26.1% |
| 5Y | -24.0% | +264.4% | -288.4% | -41.9% |
| 10Y | +189.1% | +1,498.6% | -1,309.6% | +82.2% |
| All | +1,007.9% | +9,727.5% | -8,719.6% | +499.1% |
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