-3.1%
CMG vs XPO
+261.3%
-264.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -2.1% | -5.7% | +3.6% | -0.7% |
| 30D | +10.9% | -12.8% | +23.7% | +14.4% |
| 3M | +15.8% | -20.0% | +35.8% | +21.6% |
| 6M | +6.9% | -6.0% | +13.0% | +7.3% |
| YTD | -2.2% | +34.0% | -36.2% | -10.7% |
| 1Y | -7.1% | +35.6% | -42.6% | -16.4% |
| 3Y | -7.1% | +152.3% | -159.4% | -34.6% |
| All | -3.1% | +261.3% | -264.3% | -43.9% |
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 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