+105.2%
CNH vs XPO
+1,266.4%
-1,161.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.3% |
| 7D | +3.0% | +9.0% | -5.9% | +0.1% |
| 30D | -0.6% | +4.2% | -4.7% | -1.9% |
| 3M | +14.6% | -8.7% | +23.3% | +18.1% |
| 6M | +11.8% | -2.8% | +14.5% | +12.1% |
| YTD | +30.4% | +41.9% | -11.4% | +14.1% |
| 1Y | +19.1% | +42.3% | -23.3% | +3.9% |
| 3Y | +30.2% | +127.3% | -97.1% | -9.8% |
| 5Y | -17.8% | +306.4% | -324.2% | -57.4% |
| All | +105.2% | +1,266.4% | -1,161.2% | -28.7% |
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 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