+115.8%
CMS vs XPO
+1,450.2%
-1,334.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | +1.2% | +2.7% | -1.5% | +1.0% |
| 30D | -3.2% | -6.2% | +3.0% | -2.7% |
| 3M | -2.2% | -15.4% | +13.2% | -1.2% |
| 6M | -9.4% | +0.7% | -10.2% | -9.7% |
| YTD | +0.7% | +39.8% | -39.2% | -2.3% |
| 1Y | +0.4% | +43.3% | -43.0% | -3.0% |
| 3Y | +35.2% | +166.0% | -130.9% | +21.8% |
| 5Y | +24.1% | +274.2% | -250.0% | +6.2% |
| 10Y | +115.8% | +1,429.0% | -1,313.2% | +57.6% |
| All | +115.8% | +1,450.2% | -1,334.4% | +57.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling