-7.3%
CMG vs XPO
+151.2%
-158.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | -3.8% | -1.3% | -2.5% | -3.7% |
| 30D | +12.9% | -10.4% | +23.3% | +14.8% |
| 3M | +18.8% | -15.7% | +34.5% | +21.8% |
| 6M | +4.1% | -6.3% | +10.4% | +4.4% |
| YTD | -2.4% | +34.2% | -36.5% | -8.1% |
| 1Y | -6.7% | +39.9% | -46.6% | -13.4% |
| All | -7.3% | +151.2% | -158.5% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling