+7,051.0%
CMI vs XPO
+9,839.2%
-2,788.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.8% | -0.8% |
| 7D | +0.7% | -0.9% | +1.6% | +0.8% |
| 30D | -12.3% | -8.1% | -4.2% | -11.2% |
| 3M | -16.8% | -19.0% | +2.2% | -14.3% |
| 6M | +1.5% | -5.2% | +6.7% | +2.2% |
| YTD | +9.8% | +35.6% | -25.8% | +4.8% |
| 1Y | +42.6% | +41.1% | +1.5% | +35.0% |
| 3Y | +151.0% | +157.9% | -6.9% | +115.7% |
| 5Y | +167.0% | +265.6% | -98.6% | +114.2% |
| 10Y | +512.2% | +1,516.8% | -1,004.7% | +310.5% |
| All | +7,051.0% | +9,839.2% | -2,788.1% | +4,135.0% |
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