+274.2%
CME vs XPO
+1,516.3%
-1,242.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -1.6% | -5.7% | +4.1% | -0.9% |
| 30D | +5.6% | -12.8% | +18.4% | +7.3% |
| 3M | +5.6% | -20.0% | +25.6% | +8.2% |
| 6M | -8.3% | -6.0% | -2.2% | -8.2% |
| YTD | +4.3% | +34.0% | -29.7% | -0.6% |
| 1Y | +9.1% | +35.6% | -26.5% | +3.4% |
| 3Y | +52.1% | +152.3% | -100.2% | +24.9% |
| 5Y | +79.7% | +264.4% | -184.7% | +33.2% |
| All | +274.2% | +1,516.3% | -1,242.1% | +86.8% |
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