+72.5%
CME vs XPO
+311.4%
-238.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +1.7% | -1.5% | +3.2% | +1.7% |
| 30D | +10.2% | +2.6% | +7.6% | +10.0% |
| 3M | +17.8% | -6.1% | +23.9% | +18.0% |
| 6M | +11.0% | -8.0% | +19.0% | +11.1% |
| YTD | +17.0% | +38.5% | -21.4% | +14.8% |
| 1Y | +15.8% | +35.0% | -19.2% | +13.7% |
| 3Y | +61.8% | +126.5% | -64.7% | +47.9% |
| 5Y | +72.5% | +315.4% | -242.9% | +44.2% |
| All | +72.5% | +311.4% | -238.9% | +44.2% |
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 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