+1,982.0%
CI vs XPO
+10,316.6%
-8,334.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.5% | -5.8% | -1.7% |
| 7D | +1.3% | +2.4% | -1.1% | +1.1% |
| 30D | +4.4% | -3.5% | +8.0% | +4.7% |
| 3M | +0.7% | -11.9% | +12.6% | +1.6% |
| 6M | +0.3% | -10.0% | +10.3% | +0.9% |
| YTD | +3.8% | +42.1% | -38.3% | +0.2% |
| 1Y | -5.5% | +47.6% | -53.1% | -9.4% |
| 3Y | +8.1% | +153.6% | -145.5% | -3.3% |
| 5Y | +42.8% | +266.5% | -223.7% | +21.0% |
| 10Y | +143.9% | +1,460.4% | -1,316.6% | +83.1% |
| All | +1,982.0% | +10,316.6% | -8,334.6% | +1,387.0% |
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