+969.0%
CNP vs XPO
+10,095.4%
-9,126.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -0.1% | +0.5% | -0.6% | -0.2% |
| 30D | +5.0% | +4.7% | +0.3% | +4.7% |
| 3M | +2.7% | -7.1% | +9.7% | +3.1% |
| 6M | -1.9% | -6.3% | +4.4% | -1.6% |
| YTD | +8.8% | +39.1% | -30.3% | +5.5% |
| 1Y | +5.6% | +36.7% | -31.0% | +2.6% |
| 3Y | +63.2% | +127.4% | -64.2% | +49.6% |
| 5Y | +73.8% | +315.0% | -241.2% | +48.9% |
| 10Y | +144.0% | +1,263.5% | -1,119.4% | +91.5% |
| All | +969.0% | +10,095.4% | -9,126.4% | +689.1% |
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