+1,946.2%
CNI vs XPO
+9,839.2%
-7,892.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.3% | -0.4% |
| 7D | +0.9% | -0.9% | +1.8% | +0.9% |
| 30D | -2.1% | -8.1% | +6.0% | -1.2% |
| 3M | +1.8% | -19.0% | +20.9% | +4.1% |
| 6M | +14.8% | -5.2% | +20.0% | +15.2% |
| YTD | +25.4% | +35.6% | -10.2% | +20.9% |
| 1Y | +32.9% | +41.1% | -8.2% | +27.2% |
| 3Y | +20.2% | +157.9% | -137.7% | +6.3% |
| 5Y | +12.2% | +265.6% | -253.5% | -6.1% |
| 10Y | +136.0% | +1,516.8% | -1,380.8% | +71.7% |
| All | +1,946.2% | +9,839.2% | -7,892.9% | +1,271.4% |
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 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