+134.3%
CNI vs XPO
+1,516.3%
-1,382.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.4% | -5.7% | +5.3% | +0.8% |
| 30D | -2.7% | -12.8% | +10.1% | 0.0% |
| 3M | +3.9% | -20.0% | +23.9% | +8.6% |
| 6M | +16.4% | -6.0% | +22.4% | +17.3% |
| YTD | +25.8% | +34.0% | -8.2% | +17.3% |
| 1Y | +32.4% | +35.6% | -3.2% | +22.5% |
| 3Y | +19.1% | +152.3% | -133.2% | -7.0% |
| 5Y | +13.6% | +264.4% | -250.8% | -21.8% |
| All | +134.3% | +1,516.3% | -1,382.0% | +8.4% |
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