+118.1%
COF vs XPO
+151.0%
-32.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -5.1% | -5.7% | +0.5% | -3.4% |
| 30D | -6.0% | -12.8% | +6.8% | -2.1% |
| 3M | +14.8% | -20.0% | +34.8% | +22.3% |
| 6M | +15.3% | -6.0% | +21.4% | +16.1% |
| YTD | -13.0% | +34.0% | -47.1% | -22.5% |
| 1Y | -5.7% | +35.6% | -41.3% | -17.0% |
| 3Y | +118.1% | +152.3% | -34.2% | +66.8% |
| All | +118.1% | +151.0% | -32.8% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling