+3,919.0%
CME vs XPO
+10,316.6%
-6,397.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.8% | -0.6% |
| 7D | -1.6% | +2.4% | -4.0% | -1.8% |
| 30D | +6.2% | -3.5% | +9.8% | +6.5% |
| 3M | +10.4% | -11.9% | +22.4% | +11.3% |
| 6M | -9.5% | -10.0% | +0.4% | -9.2% |
| YTD | +6.0% | +42.1% | -36.1% | +2.6% |
| 1Y | +9.3% | +47.6% | -38.3% | +5.2% |
| 3Y | +57.7% | +153.6% | -95.9% | +42.0% |
| 5Y | +77.7% | +266.5% | -188.8% | +52.2% |
| 10Y | +281.2% | +1,460.4% | -1,179.2% | +188.0% |
| All | +3,919.0% | +10,316.6% | -6,397.5% | +2,680.6% |
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