+2,133.8%
CI vs XPO
+10,095.4%
-7,961.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -1.3% | +0.5% | -1.8% | -1.4% |
| 30D | +6.4% | +4.7% | +1.7% | +5.9% |
| 3M | +10.7% | -7.1% | +17.8% | +11.2% |
| 6M | +5.5% | -6.3% | +11.7% | +5.7% |
| YTD | +11.4% | +39.1% | -27.7% | +7.6% |
| 1Y | +15.0% | +36.7% | -21.7% | +11.2% |
| 3Y | +9.0% | +127.4% | -118.4% | -1.4% |
| 5Y | +52.0% | +315.0% | -263.0% | +27.3% |
| 10Y | +150.9% | +1,263.5% | -1,112.5% | +89.8% |
| All | +2,133.8% | +10,095.4% | -7,961.6% | +1,497.2% |
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