+7.8%
CNH vs XPO
+159.4%
-151.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -4.0% | -5.1% |
| 7D | +8.8% | +2.7% | +6.1% | +8.1% |
| 30D | +24.7% | -6.2% | +30.8% | +26.7% |
| 3M | +27.3% | -15.4% | +42.7% | +33.0% |
| 6M | +23.2% | +0.7% | +22.4% | +22.3% |
| YTD | +48.9% | +39.8% | +9.1% | +35.7% |
| 1Y | +19.4% | +43.3% | -23.9% | +7.6% |
| 3Y | +7.8% | +166.0% | -158.3% | -16.2% |
| All | +7.8% | +159.4% | -151.7% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling