+39.6%
CMS vs XPO
+129.7%
-90.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.3% | -5.7% | +0.4% |
| 7D | -0.9% | -1.9% | +1.0% | -0.9% |
| 30D | +7.1% | +2.5% | +4.6% | +7.0% |
| 3M | -1.3% | -7.2% | +5.9% | -1.2% |
| 6M | -2.7% | -8.1% | +5.4% | -2.6% |
| YTD | +2.6% | +38.3% | -35.7% | +1.8% |
| 1Y | -2.0% | +33.6% | -35.6% | -2.8% |
| 3Y | +39.6% | +133.1% | -93.5% | +30.7% |
| All | +39.6% | +129.7% | -90.1% | +30.7% |
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