+300.3%
CME vs XPO
+1,236.5%
-936.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +2.7% | +6.9% | -4.2% | +1.9% |
| 30D | +13.5% | +4.1% | +9.4% | +12.8% |
| 3M | +20.9% | -9.7% | +30.6% | +22.1% |
| 6M | +11.5% | -3.8% | +15.3% | +11.4% |
| YTD | +19.5% | +38.8% | -19.3% | +13.3% |
| 1Y | +17.2% | +34.2% | -17.0% | +11.5% |
| 3Y | +65.1% | +126.9% | -61.8% | +39.2% |
| 5Y | +73.1% | +297.5% | -224.4% | +27.2% |
| All | +300.3% | +1,236.5% | -936.2% | +122.7% |
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