+1,551.1%
CMS vs XPO
+10,052.8%
-8,501.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.5% | -1.5% | +2.0% | +0.5% |
| 30D | +7.4% | +2.6% | +4.8% | +7.3% |
| 3M | +1.9% | -6.1% | +8.0% | +2.1% |
| 6M | -2.3% | -8.0% | +5.6% | -2.1% |
| YTD | +3.0% | +38.5% | -35.5% | +1.1% |
| 1Y | -2.8% | +35.0% | -37.8% | -4.4% |
| 3Y | +37.9% | +126.5% | -88.5% | +31.1% |
| 5Y | +34.0% | +315.4% | -281.5% | +22.4% |
| 10Y | +138.1% | +1,272.1% | -1,134.0% | +103.9% |
| All | +1,551.1% | +10,052.8% | -8,501.7% | +1,152.9% |
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