+2.5%
CHD vs XPO
+153.8%
-151.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.3% |
| 7D | -4.2% | -0.9% | -3.2% | -4.1% |
| 30D | -7.6% | -8.1% | +0.5% | -7.3% |
| 3M | -1.6% | -19.0% | +17.4% | -0.9% |
| 6M | -6.3% | -5.2% | -1.1% | -6.3% |
| YTD | +14.6% | +35.6% | -21.0% | +13.0% |
| 1Y | +1.6% | +41.1% | -39.5% | 0.0% |
| All | +2.5% | +153.8% | -151.4% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling