+141.0%
CI vs XPO
+1,410.5%
-1,269.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.3% |
| 7D | -1.1% | -0.9% | -0.2% | -1.0% |
| 30D | +0.5% | -8.1% | +8.6% | +1.7% |
| 3M | -5.2% | -19.0% | +13.9% | -2.2% |
| 6M | +4.3% | -5.2% | +9.5% | +4.4% |
| YTD | +2.8% | +35.6% | -32.8% | -3.5% |
| 1Y | -5.8% | +41.1% | -46.9% | -12.8% |
| 3Y | +4.7% | +157.9% | -153.2% | -18.1% |
| 5Y | +42.7% | +265.6% | -222.9% | -1.4% |
| 10Y | +141.0% | +1,516.8% | -1,375.9% | +13.3% |
| All | +141.0% | +1,410.5% | -1,269.5% | +13.3% |
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