+106.3%
CNH vs XPO
+1,236.5%
-1,130.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -3.9% | -4.1% |
| 7D | +6.4% | +6.9% | -0.5% | +4.1% |
| 30D | -1.6% | +4.1% | -5.8% | -2.9% |
| 3M | +11.6% | -9.7% | +21.3% | +15.5% |
| 6M | +12.5% | -3.8% | +16.3% | +13.3% |
| YTD | +31.1% | +38.8% | -7.7% | +15.6% |
| 1Y | +17.0% | +34.2% | -17.2% | +4.2% |
| 3Y | +28.7% | +126.9% | -98.2% | -10.8% |
| 5Y | -17.4% | +297.5% | -314.9% | -56.9% |
| All | +106.3% | +1,236.5% | -1,130.2% | -27.8% |
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