+3,994.3%
CMG vs XPO
+18,658.4%
-14,664.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.5% | -2.1% |
| 7D | -6.5% | -0.9% | -5.5% | -6.4% |
| 30D | +12.1% | -8.1% | +20.2% | +13.4% |
| 3M | +20.6% | -19.0% | +39.6% | +23.9% |
| 6M | +2.1% | -5.2% | +7.3% | +2.3% |
| YTD | -2.6% | +35.6% | -38.2% | -7.7% |
| 1Y | -8.7% | +41.1% | -49.8% | -14.4% |
| 3Y | -7.4% | +157.9% | -165.3% | -22.2% |
| 5Y | -5.7% | +265.6% | -271.3% | -26.5% |
| 10Y | +322.3% | +1,516.8% | -1,194.5% | +172.3% |
| All | +3,994.3% | +18,658.4% | -14,664.1% | +2,301.4% |
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