+43.1%
COF vs XPO
+261.3%
-218.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -5.1% | -5.7% | +0.5% | -3.2% |
| 30D | -6.0% | -12.8% | +6.8% | -1.7% |
| 3M | +14.8% | -20.0% | +34.8% | +23.2% |
| 6M | +15.3% | -6.0% | +21.4% | +16.2% |
| YTD | -13.0% | +34.0% | -47.1% | -23.4% |
| 1Y | -5.7% | +35.6% | -41.3% | -18.0% |
| 3Y | +118.1% | +152.3% | -34.2% | +44.2% |
| All | +43.1% | +261.3% | -218.1% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling