-50.4%
COMP vs XPO
+341.4%
-391.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.1% | -7.5% | -7.5% |
| 7D | +7.2% | -1.5% | +8.7% | +8.1% |
| 30D | +6.4% | +2.6% | +3.8% | +5.2% |
| 3M | -19.4% | -6.1% | -13.3% | -17.1% |
| 6M | +14.6% | -8.0% | +22.5% | +17.5% |
| YTD | -5.5% | +38.5% | -44.0% | -22.4% |
| 1Y | +13.7% | +35.0% | -21.4% | -6.0% |
| 3Y | +409.7% | +126.5% | +283.2% | +167.2% |
| 5Y | -17.0% | +315.4% | -332.4% | -75.6% |
| All | -50.4% | +341.4% | -391.8% | -84.7% |
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