+68.0%
CNH vs XPO
+2,463.5%
-2,395.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.5% | -0.4% | +2.7% |
| 7D | +23.3% | +2.4% | +20.9% | +22.3% |
| 30D | +33.5% | -3.5% | +37.0% | +34.7% |
| 3M | +32.7% | -11.9% | +44.6% | +37.5% |
| 6M | +22.2% | -10.0% | +32.1% | +25.2% |
| YTD | +57.7% | +42.1% | +15.6% | +40.0% |
| 1Y | +28.0% | +47.6% | -19.6% | +11.4% |
| 3Y | +11.5% | +153.6% | -142.0% | -22.3% |
| 5Y | +11.9% | +266.5% | -254.6% | -34.4% |
| 10Y | +162.8% | +1,460.4% | -1,297.7% | +0.8% |
| All | +68.0% | +2,463.5% | -2,395.5% | -40.6% |
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