+139.9%
CNP vs XPO
+1,410.5%
-1,270.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.4% |
| 7D | +0.7% | -0.9% | +1.6% | +0.8% |
| 30D | -0.1% | -8.1% | +8.0% | +1.2% |
| 3M | -5.6% | -19.0% | +13.4% | -2.8% |
| 6M | -7.5% | -5.2% | -2.3% | -7.3% |
| YTD | +5.5% | +35.6% | -30.1% | -0.7% |
| 1Y | +8.3% | +41.1% | -32.8% | +0.8% |
| 3Y | +51.8% | +157.9% | -106.1% | +19.8% |
| 5Y | +69.9% | +265.6% | -195.8% | +19.0% |
| 10Y | +139.9% | +1,516.8% | -1,376.9% | +15.2% |
| All | +139.9% | +1,410.5% | -1,270.5% | +15.2% |
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 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