+152.5%
CNH vs XPO
+1,517.7%
-1,365.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.8% | -2.5% |
| 7D | -2.5% | -1.3% | -1.1% | -2.0% |
| 30D | +27.0% | -10.4% | +37.4% | +31.6% |
| 3M | +32.6% | -15.7% | +48.3% | +40.0% |
| 6M | +23.6% | -6.3% | +29.9% | +25.4% |
| YTD | +47.8% | +34.2% | +13.7% | +31.8% |
| 1Y | +21.3% | +39.9% | -18.7% | +5.6% |
| 3Y | +7.0% | +155.2% | -148.3% | -29.7% |
| 5Y | +10.2% | +264.7% | -254.5% | -40.8% |
| All | +152.5% | +1,517.7% | -1,365.3% | -18.7% |
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