+24.1%
CMS vs XPO
+271.9%
-247.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.5% |
| 7D | +1.2% | +2.7% | -1.5% | +1.1% |
| 30D | -3.2% | -6.2% | +3.0% | -2.9% |
| 3M | -2.2% | -15.4% | +13.2% | -1.7% |
| 6M | -9.4% | +0.7% | -10.2% | -9.6% |
| YTD | +0.7% | +39.8% | -39.2% | -0.9% |
| 1Y | +0.4% | +43.3% | -43.0% | -1.4% |
| 3Y | +35.2% | +166.0% | -130.9% | +27.2% |
| 5Y | +24.1% | +274.2% | -250.0% | +9.1% |
| All | +24.1% | +271.9% | -247.8% | +9.1% |
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