+415.5%
CNQ vs XPO
+1,516.3%
-1,100.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +0.1% | -5.7% | +5.8% | +1.5% |
| 30D | +6.2% | -12.8% | +19.0% | +9.6% |
| 3M | +12.4% | -20.0% | +32.3% | +18.2% |
| 6M | +9.0% | -6.0% | +15.1% | +9.1% |
| YTD | +52.2% | +34.0% | +18.2% | +37.6% |
| 1Y | +65.0% | +35.6% | +29.5% | +47.5% |
| 3Y | +78.8% | +152.3% | -73.5% | +26.2% |
| 5Y | +286.0% | +264.4% | +21.6% | +128.7% |
| All | +415.5% | +1,516.3% | -1,100.8% | +105.3% |
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