+75.3%
CME vs XPO
+262.4%
-187.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -1.2% |
| 7D | -1.1% | -0.9% | -0.2% | -1.1% |
| 30D | +4.2% | -8.1% | +12.3% | +4.5% |
| 3M | +7.3% | -19.0% | +26.4% | +8.1% |
| 6M | -11.4% | -5.2% | -6.2% | -11.5% |
| YTD | +3.5% | +35.6% | -32.0% | +1.6% |
| 1Y | +8.6% | +41.1% | -32.5% | +6.3% |
| 3Y | +51.6% | +157.9% | -106.3% | +35.7% |
| 5Y | +75.3% | +265.6% | -190.4% | +48.0% |
| All | +75.3% | +262.4% | -187.2% | +48.0% |
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 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