-54.2%
COMP vs XPO
+313.9%
-368.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -6.2% | -2.0% | -5.0% |
| 7D | -1.8% | -3.6% | +1.8% | 0.0% |
| 30D | -0.8% | -3.8% | +3.1% | +1.4% |
| 3M | -28.1% | -11.8% | -16.3% | -23.7% |
| 6M | +27.0% | -15.0% | +42.0% | +35.9% |
| YTD | -12.8% | +29.9% | -42.6% | -26.0% |
| 1Y | +4.9% | +27.6% | -22.7% | -10.8% |
| 3Y | +321.0% | +121.9% | +199.1% | +121.2% |
| 5Y | -25.6% | +277.9% | -303.5% | -77.3% |
| All | -54.2% | +313.9% | -368.2% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling