+1,506.8%
CMS vs XPO
+10,316.6%
-8,809.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.7% | -0.4% |
| 7D | +0.4% | +2.4% | -2.0% | +0.2% |
| 30D | -3.6% | -3.5% | -0.1% | -3.5% |
| 3M | -1.9% | -11.9% | +10.0% | -1.4% |
| 6M | -11.0% | -10.0% | -1.0% | -10.7% |
| YTD | +0.2% | +42.1% | -41.9% | -1.6% |
| 1Y | -1.3% | +47.6% | -48.9% | -3.4% |
| 3Y | +35.9% | +153.6% | -117.6% | +28.5% |
| 5Y | +23.1% | +266.5% | -243.4% | +13.1% |
| 10Y | +117.9% | +1,460.4% | -1,342.5% | +85.7% |
| All | +1,506.8% | +10,316.6% | -8,809.8% | +1,118.4% |
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