+47.7%
CI vs XPO
+275.5%
-227.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.6% |
| 7D | -1.6% | -6.7% | +5.1% | -1.2% |
| 30D | +5.4% | -1.9% | +7.3% | +5.5% |
| 3M | +7.3% | -9.9% | +17.1% | +7.8% |
| 6M | +5.3% | -16.4% | +21.7% | +6.2% |
| YTD | +8.5% | +30.2% | -21.7% | +6.4% |
| 1Y | +17.1% | +29.9% | -12.8% | +14.8% |
| 3Y | +1.4% | +122.6% | -121.2% | -7.2% |
| All | +47.7% | +275.5% | -227.9% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling