-46.5%
COMP vs XPO
+341.0%
-387.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.3% | -0.6% | +2.5% |
| 7D | +14.5% | -1.9% | +16.5% | +15.8% |
| 30D | +14.9% | +2.5% | +12.4% | +13.7% |
| 3M | -14.2% | -7.2% | -7.0% | -11.2% |
| 6M | +23.7% | -8.1% | +31.8% | +26.9% |
| YTD | +2.1% | +38.3% | -36.3% | -16.2% |
| 1Y | +26.2% | +33.6% | -7.4% | +5.0% |
| 3Y | +470.9% | +133.1% | +337.8% | +193.3% |
| 5Y | -14.0% | +308.9% | -322.9% | -74.6% |
| All | -46.5% | +341.0% | -387.5% | -83.4% |
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